Calculate price and sensitivities for European or American lookback options using Monte Carlo simulations

`[`

returns prices or sensitivities of lookback options using the Longstaff-Schwartz model for
Monte Carlo simulations. `PriceSens`

,`Paths`

,`Times`

,`Z`

]
= lookbacksensbyls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

)`lookbacksensbyls`

computes prices of European
and American lookback options.

For American options, the Longstaff-Schwartz least squares method calculates the early exercise premium.

`lookbacksensbyls`

calculates values of fixed- and floating-strike
lookback options. To compute the value of a floating-strike lookback option,
`Strike`

must be specified as `NaN`

.

[1] Hull, J. C. *Options, Futures, and Other Derivatives* 5th
Edition. Englewood Cliffs, NJ: Prentice Hall, 2002.

`intenvset`

| `lookbackbycvgsg`

| `lookbackbyls`

| `lookbacksensbycvgsg`

| `stockspec`