Calculate double barrier option price using finite difference method

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

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

`[`

calculates a European or American call or put double barrier option price on a
single underlying asset using the finite difference method.
`Price`

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= dblbarrierbyfd(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

,`BarrierSpec`

,`Barrier`

)`dblbarrierbyfd`

assumes that the barrier is continuously
monitored.

`[`

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

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= dblbarrierbyfd(___,`Name,Value`

)

[1] Boyle, P., and Y. Tian.
“An Explicit Finite Difference Approach to the Pricing of Barrier
Options.” *Applied Mathematical Finance.* Vol. 5, Number 1,
1998, pp. 17–43.

[2] Hull, J. *Options, Futures, and Other Derivatives.* Fourth
Edition. Upper Saddle River, NJ: Prentice Hall, 2000, pp. 646–649.

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

[4] Zvan, R., P. A. Forsyth and K. R. Vetzal. “PDE Methods for Pricing
Barrier Options.” *Journal of Economic Dynamics and
Control.* Vol. 24, Number 11-12, 2000, pp. 1563–1590.