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Price barrier option from Cox-Ross-Rubinstein binomial tree

`[`

calculates
prices for barrier options using a Cox-Ross-Rubinstein binomial tree.`Price`

,`PriceTree`

]
= barrierbycrr(`CRRTree`

,`OptSpec`

,`Strike`

,`Settle`

,`AmericanOpt`

,`ExerciseDates`

,`BarrierSpec`

,`Barrier`

)

[1] Derman, E., I. Kani, D. Ergener and I. Bardhan. “Enhanced
Numerical Methods for Options with Barriers.” *Financial
Analysts Journal.* (Nov.-Dec.), 1995, pp. 65–74.