Considering the floating interest rate and the uncertainty of the strike price, we derive the pricing formulas of lookback options including lookback call option and lookback put option. Furthermore, we give the numerical algorithms to illustrate our results and analyze the relationships between the price of lookback options and all the parameters.

中文翻译：

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浮动利率不确定的履约回溯期权定价

考虑浮动利率和执行价格的不确定性，我们推导了回溯期权的定价公式，包括回溯看涨期权和回溯看跌期权。此外，我们提供了数值算法来说明我们的结果，并分析回溯期权的价格与所有参数之间的关系。