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tables - : 14.713 N x PRICE 5 0.0890 10.686 50 0.0280...

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European Floating Strike Lookback Put Option Table 1: Binomial Tree Scheme Table 2: Finite Difference Scheme S=100, M=100, r d = 0.07, r f = 0.04, σ = 0.2, T=1 Theoretical Option Price
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Unformatted text preview: : 14.713 N x PRICE 5 0.0890 10.686 50 0.0280 13.240 500 0.0089 14.228 5000 0.0028 14.560 N x PRICE 5 0.8000 13.749 50 0.0800 14.678 500 0.0080 14.713...
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