For the lookback put:
a. What is the value of a lookback put if St = 0? Verify that the formula gives you the same answer.
b. Verify that at maturity the value of the put is ST – ST .
Call Us: USA +1 862 207 3288
For the lookback put:
a. What is the value of a lookback put if St = 0? Verify that the formula gives you the same answer.
b. Verify that at maturity the value of the put is ST – ST .