Hello everyone I'm having some trouble calculating the value of an american lookback put option using any other method but "similarity reductions", if you could kindly describe such method or provide a link for me to read up on it I'd gladl;y appreciate it.


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    $\begingroup$ What have you tried so far? Do you know about Monte-Carlo methods? $\endgroup$ – JejeBelfort Apr 19 at 2:54

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