RFSV, Monte Carlo, Select Lookback

$K=3360,S_0=3360,r=0.0184,d=0,T=1,N_T=365$ Math_201#

Time spacing

Price

Conf. Interval

Std. err.

2

889.1664

8.85E+02

885.2972

1.974117

4

852.3813

8.49E+02

848.6277

1.915152

8

815.5984

8.12E+02

811.8838

1.895237

16

748.3125

7.45E+02

744.7381

1.823721

32

679.5642

6.76E+02

676.1069

1.763959

64

596.6038

5.93E+02

593.2186

1.727171

128

514.3752

5.11E+02

510.9588

1.743109