Price European double barrier options using Black-Scholes option pricing model

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

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

calculates European double barrier option prices using the Black-Scholes option
pricing model and the Ikeda and Kunitomo approximation.`Price`

= dblbarrierbybls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

,`BarrierSpec`

,`Barrier`

)

specifies options using one or more name-value pair arguments in addition to the
input arguments in the previous syntax.`Price`

= dblbarrierbybls(___,`Name,Value`

)

[1] Hull, J. *Options, Futures, and Other Derivatives.* Fourth
Edition. Upper Saddle River, NJ: Prentice Hall, 2000.

[2] Kunitomo, N., and M. Ikeda. “Pricing Options with Curved
Boundaries.” *Mathematical Finance.* Vol. 2, Number 4,
1992.

[3] Rubinstein, M., and E. Reiner. “Breaking Down the Barriers.”
*Risk.* Vol. 4, Number 8, 1991, pp. 28–35.