Serdar SEN

                                                                    Mathematical and Financial Engineer                                                                            Tel: +336 17 95 70 65 | Mail: senserdar87@gmail.com

Lookback Option : Black & Scholes model

The payoff of a Lookback option depend on maximum or minimum underlying achieved through the period.
There exist two type of lookback option : with floating strike and fixed strike.

Enter your parameters

Option Type :
Stock price :      
Strike price :
Maturity (year) :
Volatility per year (0,1 for 10%) :
Dividend rate (0,05 for 5%) :
Free risk rate (0,05 for 5%) :

Call price :
Put price :

 

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