https://www.mathworks.com/help/fininst/lookbackbyls.html
lookbackbyls - Price European or American lookback options using Monte Carlo simulations - MATLAB
This MATLAB function returns prices of lookback options using the Longstaff-Schwartz model for Monte Carlo simulations.
monte carlo simulationslookback options
https://www.mathworks.com/help/fininst/lookbackbystt.html
lookbackbystt - Price lookback options using standard trinomial tree - MATLAB
This MATLAB function prices lookback options using a standard trinomial (STT) tree.
lookback optionspriceusingstandardtrinomial
https://www.mathworks.com/help/fininst/lookbackbyls.html
lookbackbyls - Price European or American lookback options using Monte Carlo simulations - MATLAB
This MATLAB function returns prices of lookback options using the Longstaff-Schwartz model for Monte Carlo simulations.
monte carlo simulationslookback options