This is a binomial tree program that prices European single-barrier knock-in calls on a dividend-paying stock, and also determines the relative error based on the call price using the Black-Scholes model.

This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

This project, based on MATLAB, is an implementation of barrier method to solve LASSO problem. The barrier method is designed with centering step based on newton method.