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
What would the Black Scholes PDE for a up-and-in lookback put be?
superfuzzygremlin 1 month ago
nice
Ravichandran2109 8 months ago