MinMax Options
Call on the minimum of two assets 
Call on the maximum of two assets 
Put on the minimum of two assets 
Put on the maximum of two assets 
where 
,
,

where 
c = Price of European call p = Price of European put S1 = Sport price asset one S2 = Sport price asset two X = Strike price T = Time to maturity r = risk free rate = Volatility of asset one = Volatility of asset two = Correlation between the two assets N = The cumulative normal distribution function M = The bivariate cumulative normal distribution function 

See Also 
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