lookbackbycrr
Price lookback option from Cox-Ross-Rubinstein binomial tree
Syntax
Description
adds
an optional argument for Price
= lookbackbycrr(___,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.
Version History
See Also
Topics
- Computing Prices Using CRR
- Examining Output from the Pricing Functions
- Computing Equity Instrument Sensitivities
- Graphical Representation of Equity Derivative Trees
- Pricing European Call Options Using Different Equity Models
- Lookback Option
- Pricing Options Structure
- Supported Equity Derivative Functions
- Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects