Lookback options

[thecoder]

Is there an online calculator available for calculating the premium for a lookback option with fixed strike?
S.a. https://en.wikipedia.org/wiki/Lookback_option

 

[Same Lazy Element]

Using your incredible C++ powers, you can define whatever underlying dynamics you want and price it using Monte Carlo... very straight forward, you can even add bells and whistles like continuous knockout barriers

 

[thecoder]

Using your incredible C++ powers, you can define whatever underlying dynamics you want and price it using Monte Carlo... very straight forward, you can even add bells and whistles like continuous knockout barriers

Yes, true.

Btw, can this option type somehow be replicated by using some synthetics? Anybody know?