Thanx a lot I have got it from vbanumericalmethods and alan's code ........cheers

Hai,I want to calulate N(x ,y,rho) where N denotes bivariate normal distribution func. .......can someone guide me to an online calculator or some code in matlab ...........thanx in advance ...........

It was trinomial lattice

<t>Hai I have just implemented code for exotic double barrier call option where barriers r time dependent ....i.e if it hits lower barrier between 4 or 5 months or upper between 6 or 7 months .......and few more similar conditions Can any one plz. me suggest one suitable method to benchmark this...a...