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lookbackbyitt
Price lookback option using implied trinomial tree (ITT)
Syntax
Description
adds
an optional argument for Price
= lookbackbyitt(___,AmericanOpt
)AmericanOpt
.
Examples
Input Arguments
Output Arguments
More About
References
[1] Hull J. and A. White. "Efficient Procedures for Valuing European and American Path-Dependent Options." Journal of Derivatives. Fall 1993, pp. 21–31.