Alert icon
We're changing our privacy policy. This stuff matters.  Learn more  Dismiss

Lookback option

Loading...

Sign in or sign up now!
Alert icon
Upgrade to the latest Flash Player for improved playback performance. Upgrade now or more info.
3,436
Loading...
Alert icon
Sign in or sign up now!
Alert icon

Uploaded by on Jun 23, 2008

Lookback options are often used for commodities, as a lookback call is a way to buy the asset at the lowest price and a lookback put is a way to sell the asset at the highest price. Although the pricing formulas assuming continuous asset price paths, the frequency of measuring (observing) the asset matter to valuation

Category:

Education

Tags:

License:

Standard YouTube License

  • likes, 0 dislikes

Link to this comment:

Share to:
see all

All Comments (2)

Sign In or Sign Up now to post a comment!
  • What would the Black Scholes PDE for a up-and-in lookback put be?

  • nice

Loading...

Alert icon
0 / 00Unsaved Playlist Return to active list
    1. Your queue is empty. Add videos to your queue using this button:
      or sign in to load a different list.
    Loading...Loading...Saving...
    • Clear all videos from this list
    • Learn more