A lookback option pays on the maximum or minimum of the underlying over its life. The floating-strike lookback call pays (buy at the low); the fixed-strike lookback call pays .
Quantitative Finance · शब्दावली
Quantitative Finance · शब्दावली
A lookback option pays on the maximum or minimum of the underlying over its life. The floating-strike lookback call pays (buy at the low); the fixed-strike lookback call pays .