NIG, Monte Carlo, Select Lookback

$K=3360,S_0=3360,\sigma =0.341094787,r=0.0184,d=0,$ Math_199#

Time spacing

Price

Conf. Int.

Std. err.

2

961.7085

(957.6590, 965.7581)

2.0661

4

941.3428

(937.3062, 945.3794)

2.0595