Lookback Call Option
in [Matlab]
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From: Ravi Singh on 6 Mar 2010 12:26 Hey everyone, I have just started my matlab lessons. And I have been trying to price a Lookback Call option using monte carlo simulations, but haven't been able to achieve anything yet. If someone could help me with the code, if would be really nice. Thanks, Ravi
From: Jan Simon on 6 Mar 2010 12:51 Dear Ravi! > I have just started my matlab lessons. > And I have been trying to price a Lookback Call option using monte carlo simulations, but haven't been able to achieve anything yet. > If someone could help me with the code, if would be really nice. I'm impressed. You've chosen a more complex first lesson in Matlab. So I think I can imagine that you haven't been able to achieve anything yet. You ask for help with "the" code - with *which* code ?! Please show us, what you've done so far. It would be totally useless, if we post the calculated price of a Loopback Call option, wouldn't it? Kind regards, Jan
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