GitHub - ayushi19y/Option-Pricing: A stock option gives an investor the right, but not the obligation, to buy or sell a stock at an agreed upon price and date. The program demonstrates2 functions to estimate the value of options such as floatlookback (floating look back where the payoff depends on the difference between the last price and the max/min price; there is no strike price); fixedlookback (fixed look back where the payoff depends on the difference between the max/min price and the exercise price); asianarithmetic (this is the option in the demo); asiangeometric (the geometric mean is used in the payoff function); assetornothing (asset or nothing option). First function will generate the stock price and 2nd estimates the option price

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A stock option gives an investor the right, but not the obligation, to buy or sell a stock at an agreed upon price and date. The program demonstrates2 functions to estimate the value of options such as floatlookback (floating look back where the payoff depends on the difference between the last price and the max/min price; there is no strike pri…