{"blog_title":"ptoolis\u306e\u65e5\u8a18","author_url":"https://blog.hatena.ne.jp/ptoolis/","version":"1.0","author_name":"ptoolis","blog_url":"https://ptoolis.hatenadiary.org/","url":"https://ptoolis.hatenadiary.org/entry/20151126/1448555957","provider_url":"https://hatena.blog","published":"2015-11-26 01:39:17","title":"\u30eb\u30c3\u30af\u30d0\u30c3\u30af\u30fb\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u5024","type":"rich","provider_name":"Hatena Blog","categories":[],"html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fptoolis.hatenadiary.org%2Fentry%2F20151126%2F1448555957\" title=\"\u30eb\u30c3\u30af\u30d0\u30c3\u30af\u30fb\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u5024 - ptoolis\u306e\u65e5\u8a18\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","image_url":null,"description":"\u6700\u8fd1\u30a8\u30ad\u30be\u30c1\u30c3\u30af\u30fb\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u4e00\u7a2e\u3092\u52c9\u5f37\u3057\u3066\u3044\u307e\u3059\u3002Two forms of lookback options exist, which interestingly have payoffs based on opposite extrema of the underlying price. The pricing formula for a fixed-strike lookback call is the same as the Black-Scholes formula for a vanilla call with one additional term added. This ter\u2026","width":"100%","height":"190"}