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Calculate prices and sensitivities of lookback options using Longstaff-Schwartz model

`[PriceSens,Paths,Times,Z] = lookbacksensbyls(RateSpec,StockSpec,OptSpec,Strike,Settle,`example

ExerciseDates)`[PriceSens,Paths,Times,Z] = lookbacksensbyls(___,Name,Value)`

`[ PriceSens,Paths,Times,Z]
= lookbacksensbyls(RateSpec,StockSpec,OptSpec,Strike,Settle,` returns prices
and sensitivities of lookback options using the Longstaff-Schwartz
model for Monte Carlo simulations.

ExerciseDates)

`[ PriceSens,Paths,Times,Z]
= lookbacksensbyls(___,Name,Value)` returns
prices and sensitivities of lookback options using the Longstaff-Schwartz
model for Monte Carlo simulations with optional name-value pair arguments.

Hull, J. C. *Options, Futures, and Other Derivatives*,
5th ed. Englewood Cliffs, NJ: Prentice Hall, 2002.

`intenvset` | `lookbackbycvgsg` | `lookbackbyls` | `lookbacksensbycvgsg` | `stockspec`

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