Output of 
% goption 3 <gdata
K=100.000000 T=1 S=100.000000 r=0.060000 N=3, sigma=0.200000 dt=0.333333 v=0.040000 dxu=0.116237 dxd=-0.116237 pu=0.557354 pd=0.442646 discount=0.980199 barrier=3.000000
EuropeanCallOption =  11.5920 (S= 100.000000) (Time=0.000000)
EuropeanPutOption  =   5.7904 (S= 100.000000) (Time=0.000000)
AmericanCallOption =  11.5920 (S= 100.000000) (Time=0.000000)
AmericanPutOption  =   6.1621 (S= 100.000000) (Time=0.000000)
