Hi,I came across the following problem when implementing the pricing of Barrier options. Iam using the methodology given in "Breaking down the barriers" by Mark Rubinstein and Eric Berner.Following are the input valuesUnderlying price,S = 46Strike price,K = 45Barrier price,H = 50local risk free rate,r = 2%foreign risk free rate,rf = 2%volatility,v = 3%Time to expiry,T = 0.0904 ( 33 / 365)Rebate,R = 0I got the fair value for call-down-in barrier options as 9.583826974( Cdi(K<H) = (1) - (2) + (4) + (5) {ƒÅ = 1 , „U= 1} I got (1) = 0.999208557 (2) = 0 (4) = 8.58461841727 (5) = 0 )whereas the expected answer is close to 0.99919073(Implemented using the CD which accompanies Hull's Book)Can anybody suggest me a solution?Which model is the latest for the valuation of Barrier options?

I got clarification for the doubt.The Down and in barrier option is relevant only when barrier < underlying price. Otherwise it becomes a vanilla option.So the question itself was wrong.