Simulation of option barrier with the CRR barrier

hind fatimi — Fri, 16 May 2008 10:01:03 -0400

Hi

I am asked in my studies of finance to make simulation of
pricing option barrier with monte carlo (crr model). The
thing is that i have never used this before and i really
don't know how to do. I found in this website some exemples
of programming option barrier, but i don't know if they
match what i am asked to do. So please if you can help,
answer my message.

Thanks a lot

Hind

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Simulation of option barrier with the CRR barrier