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Price European barrier options using Black-Scholes option pricing model

`Price = barrierbybls(RateSpec,StockSpec,OptSpec,Strike,Settle,ExerciseDates,BarrierSpec,Barrier)`

`Price = barrierbybls(___,Name,Value)`

calculates
European barrier option prices using the Black-Scholes option pricing
model.`Price`

= barrierbybls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

,`BarrierSpec`

,`Barrier`

)

adds optional name-value pair arguments. `Price`

= barrierbybls(___,`Name,Value`

)

[1] Hull, J. *Options, Futures and Other Derivatives* Fourth
Edition. Prentice Hall, 2000, pp. 646–649.

[2] Aitsahlia, F., L. Imhof, and T.L. Lai. “Pricing and hedging
of American knock-in options.” *The Journal of Derivatives.* Vol.
11.3, 2004, pp. 44–50.

[3] Rubinstein M. and E. Reiner. “Breaking down the barriers.” *Risk.* Vol.
4(8), 1991, pp. 28–35.

`barrierbyfd`

| `barrierbyls`

| `barriersensbybls`

| `barriersensbyfd`

| `barriersensbyls`

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