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Calculate barrier option prices using finite difference method

```
[Price,PriceGrid,AssetPrices,Times]
= barrierbyfd(RateSpec,StockSpec,OptSpec,Strike,Settle,ExerciseDates,BarrierSpec,Barrier)
```

```
[Price,PriceGrid,AssetPrices,Times]
= barrierbyfd(___,Name,Value)
```

`[`

calculates
barrier option prices on a single underlying asset using the finite
difference method. `Price`

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= barrierbyfd(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

,`BarrierSpec`

,`Barrier`

)`barrierbyfd`

assumes that the
barrier is continuously monitored. `barrierbyfd`

does
not support American knock-in barrier options.

`[`

adds optional name-value pair arguments. `Price`

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= barrierbyfd(___,`Name,Value`

)`barrierbyfd`

assumes that the
barrier is continuously monitored. `barrierbyfd`

does not support
American knock-in barrier options.

`barrierbyfd`

does not support American knock-in
barrier options.

[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.

`barrierbybls`

| `barrierbyls`

| `barriersensbybls`

| `barriersensbyfd`

| `barriersensbyls`

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