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On the Pricing of Options Written on the Last Exit Time |
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| Authors: | Jirô Akahori Yuri Imamura Yuko Yano |
| Affiliation: | 1. Department of Mathematical Sciences and Research Center for Finance, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan 2. Graduate School of Mathematics, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan 3. Research Institute for Mathematical Sciences, Kyoto University, Kyoto, 606-8502, Japan |
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