求欧式回望式期权基于二叉树的定价是浮动执行价格。
European-style lookback option with floating strike price in binomial tree.
基础给出变量就是 S0, r , sigma, T, 二叉树的步长， u,  d, p这些。
就是想完成这个图 写一个通项公式就行
S0 = 50 # initial index level
T = 3/12 # call option maturity
r = 0.1 # constant short rate
sigma = 0.4 # constant volatility factor of diffusion
# time parameters
M = 3 # time steps
dt = T / M # length of time interval
a =np.exp(r * dt) # discount factor per time interval
# binomial parameters
u = np.exp(sigma * np.sqrt(dt)) # up-movement
d = 1 / u # down-movement
p = (a - d) / (u - d) # martingale probability



按照这个步骤，只不过这是美式的，我要欧式的，没有提前行权