<t>Hello,Thank you for replying.I checked the Antoon Pelsser paper on 'pricing double barrier options using Laplace transforms' but this only gives an outline to solving the problem. I was wondering if you know/have the actual steps for the method of images it uses. Just in case, it uses G=sum from ...

can anyone help? How do you use the Black Scholes equation to price a barrier option whose value is zero if s=L or s=U where L<=S<=U and with payoff V(S,T)=max(S-E,0).I need only find the price in the form of a Laplace transform.THanks

can anyone help? How do you use the Black Scholes equation to price a barrier option whose value is zero if s=L or s=U where L<=S<=U and with payoff V(S,T)=max(S-E,0).I need only find the price in the form of a Laplace transform.THanks