References

THE PRICING MODEL OF THE BARRIER OPTION UNDER THE TRINOMIAL TREE


[1] Gong Wen Xiu and Gao Ling Yun, The pricing model of the compound options under the trinomial tree, Statistic and Decision 18 (2016), 83-86.

[2] You Haixing and Gao Jun, The comparison study of the up and in barrier option under the binary tree or Monte-Carlo method, Modern Business 20 (2014), 168-169.

[3] Ma Lian, The Pricing Model of the Rainbow Barrier Option, Central China Normal University, 2013.

[4] Xiong Jun, The Pricing Model of the Look Back Option Under the Trinomial Tree Model, Yangzhou University, 2013.

[5] Wang Yang, Zhang Ji Zhou and Fu Yi, The pricing model of the double barrier option, Journal of Shanghai Normal University: Natural Science Edition 38(04) (2009), 347-354.

[6] Zhang Xiang Wen, The Study of the Barrier Option, Xiamen University, 2007.

[7] Ding Zheng Zhong and Zeng Hui, The pricing model of the real option under the trinomial tree, Statistical Research Journal 11 (2005), 25-28.

[8] Peter Ritchken, On pricing barrier options, The Journal of Derivatives Winter 3(2) (1995), 19-28.
DOI: https://doi.org/10.3905/jod.1995.407939

[9] L. C. G. Rogers and O Zane, Valuing moving barrier options, Journal of Computational Finance 1(1) (1997), 5-11
DOI: https://doi.org/10.21314/CF.1997.003