Example: An American Lookback 20.16 Put Option(Figure 20. 2, page 463) 50,G=40%,r=10%,δt=1 month, 0.70 70.70 6299 0.00 6299 56.12 56.12 3.36 62995612 56.12 6.870.00 50.00 50.00 4.68 547 A 561250.00 44.55 44.55 6.122.66 56125000 50.00 36.69 1157545 6.38 50.00 3536 10.31 50.00 14.64 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 20.16 Example: An American Lookback Put Option (Figure 20.2, page 463) S0 = 50,  = 40%, r = 10%, dt = 1 month, 56.12 56.12 4.68 44.55 50.00 6.38 62.99 62.99 3.36 50.00 56.12 50.00 6.12 2.66 36.69 50.00 10.31 70.70 70.70 0.00 62.99 56.12 6.87 0.00 56.12 56.12 50.00 11.57 5.45 44.55 35.36 50.00 14.64 50.00 5.47 A