Main category
Economics (General Management)
Abstract
A trinomial tree can be used for pricing particular types of barrier options. We consider particular types of single barrier and double barrier options. Each method for pricing a particular type of barrier option is based on a combination of techniques, that is, a tree generation technique and an appropriate backward induction pricing technique.
Further reading
https://ia904706.us.archive.org/8/items/trinomialTreeBarrier/trinomialTreeBarrier.pdf
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