If I'm building a model for a lookback option, the number of possible paths at period 'n', should be equal to 2^n.

THe problem is once you try to extend the lattice to certain point, the array's dimension won't accomodate for the number of possible option price at that node.

Anyone have any tips for extending the lattice past, lets just say, 60 periods.

I know of other methods, such as monte carlo, however I was specifically worried for the 'lattice' method now.

ckwright