Barrier Option - arcturus9/useful-link GitHub Wiki

An Introduction to Barrier Options — Closed Form Solution and MC https://www.bje.uni-bonn.de/download-the-latest-issue-1/volume-1/fei-an-introduction-to-barrier-options

Barrier Option
https://en.wikipedia.org/wiki/Barrier_option

Barrier Option Pricing
https://www.math.kth.se/matstat/seminarier/reports/K-exjobb09/090601a.pdf