Black-Scholes, Monte Carlo, Select Lookback

$K=3360,S_0=3360,\sigma =0.341094787,r=0.0184,d=0,$ Math_197#

Time spacing

Price

Conf. Int.

Std. err.

2

975.2753

(971.1268, 979.4239)

2.1166

4

949.2379

(945.1350, 953.3408)

2.0933

8

913.0706

(909.0347, 917.1065)

2.0591

16

851.2595

(847.3369, 855.1822)

2.0013

32

797.4233

(793.5181, 801.3284)

1.9924

64

670.5543

(666.9763, 674.1323)

1.8255

128

487.4709

(484.4563, 490.4855)

1.5380