20.12 Numerical procedures Topics Path dependent options using trees Lookback options Barrier options Options where there are two stochastic variables American options using monte carlo Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 20.12 Numerical Procedures Topics: • Path dependent options using trees • Lookback options • Barrier options • Options where there are two stochastic variables • American options using Monte Carlo