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

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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
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        Value: 10.1007/s11009-008-9086-2
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      – Code: eng
        Text: English
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      – TitleFull: On the Pricing of Options Written on the Last Exit Time.
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            NameFull: Akahori, Jirô
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              Text: Dec2009
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