Lookback option with floating strike. As the name introduces it, the option's strike price is floating and determined at maturity. The floating strike is the optimal ...
DEFINITION of 'Lookback Option' An exotic option that allows investors to "look back" at the underlying prices occurring over the life of the option and then exercise ...
Definition of lookback option: Call or put option whose strike price is not determined until the option is exercised. At the time of exercise, the...
LookBack Options - Definition LookBack Options, also known as Hindsight Options or Mocatta Options, are exotic options which allows the holder to "Look Back" at the ...
Ch. 8. Discrete Barrier and Lookback Options 345 default. For tractability, this line of work typically assumes continuous moni-toring of a reorganization boundary.
This MATLAB function returns prices and sensitivities of lookback options using the Longstaff-Schwartz model for Monte Carlo simulations.
Average, lookback and other exotic options. We now look at a type of options that has received a lot of attention in later years. The distinguishing factor of these ...
Lookback option An option that allows the buyer to choose as the option strike price any price of the underlying asset that has occurred during the life of the option ...
Lookback option: read the definition of Lookback option and 8,000+ other financial and investing terms in the NASDAQ.com Financial Glossary.
Options, compounds, and. All the most trading. Put call parity lookback option. Libraries with payouts being the option based on monte. D. Lookback option.