<p>新手求救，查了好久都不知道那出问题，算出来option总是不对，好心大侠帮忙看看：</p><p>Function lookback(initial, up, down, interest, periods, runs)<br/>    Dim pricepath() As Double<br/>    ReDim pricepath(periods + 1)<br/>    <br/>     <br/>    'risk-neutral probabilities<br/>    piup = (interest - down) / (up - down)<br/>    pidown = 1 - piup<br/> <br/>    temp = 0<br/> <br/> For Index = 1 To runs<br/>  'generate path<br/>  For i = 1 To periods<br/>  pricepath(0) = initial<br/>  pathprob = 1<br/>  If Rnd > pidown Then<br/>     pricepath(i) = pricepath(i - 1) * up<br/>     <br/>     Else:<br/>     pricepath(i) = pricepath(i - 1) * down<br/>  End If<br/>  <br/>  Next i<br/>  priceminimum = Application.Min(pricepath)<br/>  callpayoff = Application.Max(pricepath(periods) - priceminimum, 0)<br/>  <br/>  temp = temp + callpayoff<br/>Next Index</p><p>lookback = (temp / interest ^ periods) / runs<br/>  </p><p>End Function<br/>跪谢。。。。。。。。。。</p>