Price lookback option from Equal Probabilities binomial tree
[Price, PriceTree] = lookbackbyeqp(EQPTree, OptSpec, Strike,
Settle, ExerciseDates, AmericanOpt)
 Stock tree structure created by 
 Number of instruments ( 




 For a European option (
For an American option (

 (Optional) If 
Price = lookbackbyeqp(EQPTree, OptSpec, Strike, ExerciseDates,
AmericanOpt)
calculates the value of fixed and floatingstrike
lookback options. Data arguments are NINST
by1
vectors,
scalar, or empty. Fill in unspecified entries vectors with NaN
.
Only one data argument is required to create the instrument. The others
may be omitted or passed as empty matrices []
.
Price
is a NINST
by1
vector
of expected option prices at time 0.
Note:

Hull, J., and A. White, "Efficient Procedures for Valuing European and American PathDependent Options," Journal of Derivatives, Fall 1993, pp. 2131.