摘要：Lookback options is one of the most famous path-dependent exoticoptions in financial market, whose payoffs depend on the extremumof an underlying asset during the contract life time. Many works havebeen conducted in pricing Lookback option using continuous time modelwhich is not better compared to numerical methods in pricing path de-pendent options in discrete situation. This paper tagets to contributethe concept of option pricing with multinomial lattice in pricing Look-back options. Quadrinomial lattice is constructed using moment match-ing technique. The results obtained in pricing floating lookback optionare compared to well known Black-Scholes model.
