Price Models for European and Barrier Options

The aim of this project is to compare different models for a European Call Option and a Call Barrier up-and-out Option. In the first case the Black-Scholes model (continuous) is compared to a Multistep Trinomial model (discrete) for different step sizes (approaching 0). In the second case, the idea is to do the same but the step size is fixed, and the models are analyzed by changing the barrier price. Also, for the second case, the continous model is some variation of the Black-Scholes formula.