Abstract
Abstract Barrier-lookback option stands for a class of exotic options involving both high risky and high payback properties that are popular for many investors, which expresses that the lookback option comes into effect or becomes invalid depending on whether the underlying asset reaches the predetermined barrier level. This paper aims at investigating the pricing formulas for barrier-lookback option in uncertain financial markets, including up-and-in lookback call option, down-and-in lookback put option, up-and-out lookback put option, and down-and-out lookback call option. Assume the stock price follows the uncertain stock model, the explicit pricing formulas for the above four kinds of barrier-lookback option are obtained. Besides, the corresponding numerical examples are discussed in this paper.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
