Write an R function which prices a look-back option with Monte Carlo simulation. A look-back call option with strike price K and maturity T has the payoff

V (T) = max{0, Smax K}

where Smax = max{S(t), 0 t T} is the maximum price achieved until the time of maturity.

Write an R function which prices a look-back option with Monte Carlo simulation. A look-back call option with strike price K and maturity T has the payoff V(T) = max{0, Smax K} m where Smax = max{S(t),0