Pricing Barrier options

festivie · October 14th, 2005, 2:00 pm

Hello Everyone!Iam writing thesis and need information on "Pricing Barrier Options" with Finite Difference method in Matlab. Can anyone help me with the same?

rhmari · November 20th, 2005, 5:36 pm

Hi festivie,can u please send the state of the art for pricing barrier options using differnce method?thanksmy e-mail adress is : mohamed.rhmaritlemcani@epfl.ch

Royboy · August 14th, 2006, 9:30 am

Hi,I was wondering if you could send me any MATLAB code you have for pricing discrete barrier options.Kind Regardsroysan13@msn.com

Stocata · August 14th, 2006, 3:18 pm

HiHave you encountered any discretisation problem while pricing barrier options? What if the barrier doesn't lie on the discretise mesh/grid? What solutions can you propose..I know it's a lot of questions but I'd very much appreciate any suggestions you have. Thanks!Regards,swetam@gmail.com

solos · August 18th, 2006, 1:33 pm

Hello all,I'm pricing an option (Which is like the KIKO one) with the KI barrier European and the KO american.Could you help me?Thks.