On the Pricing of Options Written on the Last Exit Time.

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Bibliographic Details
Title:	On the Pricing of Options Written on the Last Exit Time.
Authors:	Akahori, Jirô¹ akahori@se.ritsumei.ac.jp, Imamura, Yuri² yuri.imamura@gmail.com, Yano, Yuko³ yyano@kurims.kyoto-u.ac.jp
Source:	Methodology & Computing in Applied Probability. Dec2009, Vol. 11 Issue 4, p661-668. 8p.
Database:	Mathematics Source

Description
ISSN:	13875841
DOI:	10.1007/s11009-008-9086-2