Note: This page has been translated by MathWorks. Please click here

To view all translated materials including this page, select Japan from the country navigator on the bottom of this page.

To view all translated materials including this page, select Japan from the country navigator on the bottom of this page.

Price barrier option from Equal Probabilities binomial tree

```
[Price,PriceTree]
= barrierbyeqp(EQPTree,OptSpec,Strike,Settle,AmericanOpt,ExerciseDates,BarrierSpec,Barrier)
```

```
[Price,PriceTree]
= barrierbyeqp(___,Rebate,Options)
```

`[`

calculates
prices for barrier options using an Equal Probabilities binomial tree.`Price`

,`PriceTree`

]
= barrierbyeqp(`EQPTree`

,`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.

Was this topic helpful?