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. |
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| 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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