Price lookback options using standard trinomial tree
prices
lookback options using a standard trinomial (STT) tree with an optional
argument for Price
= lookbackbystt(___,AmericanOpt
)AmericanOpt
.
[1] Hull J. and A. White. "Efficient Procedures for Valuing European and American Path-Dependent Options." Journal of Derivatives. Fall 1993, pp. 21–31.
sttprice
| sttsens
| stttimespec
| stttree