Option Valuation

Price options using Monte Carlo Simulation and lattice approach.

• Asian call / put
• Lookback call / put
• Floating lookback call / put
• American put

Required Parameters

• risk-free rate = 2%
• underlying stock current price = $100
• volatility = 25%
• strike price = $105
• simulation unit time = 1 week
• maturity = 2 months
• no dividend payments
• sample size >= 250