Lookback options are a type of exotic option that allow the holder to "look back" over the life of the option and select the optimal exercise price. This type of option is popular in financial markets because it can provide the holder with greater flexibility and potentially higher returns.
Options-Quant offers a comprehensive suite of models for pricing lookback options. One popular type of lookback option is the partial-time fixed strike option. This option allows the holder to select the optimal exercise price over a fixed period of time. Options-Quant offers several models for pricing partial-time fixed strike lookback options, including the Cox-Ross-Rubinstein (CRR) model and the Black-Scholes model.
Another popular type of lookback option is the floating strike option. This option allows the holder to select the optimal exercise price based on the highest or lowest price of the underlying asset over the life of the option. Options-Quant offers several models for pricing floating strike lookback options, including the Barone-Adesi and Whaley model and the Levy model.
In addition to these models, Options-Quant offers a wide range of other models for pricing lookback options across all asset classes, including equity, currency, and commodity options. Some of the other models that Options-Quant offers for lookback options include the Kunitomo and Ikeda model, the Duan model, and the Geman and Yor model.
Overall, Options-Quant provides traders and investors with a powerful tool for pricing lookback options across all asset classes. With its comprehensive suite of models and easy-to-use interface, Options-Quant is the ideal choice for anyone looking to trade or invest in these popular exotic options.