In this paper, the pricing problems of barrier options are discussed under the condition that the price of underlying asset follows the nonlinear Black-Scholes model. First, the parabolic initial- boundary value problems for barrier options are obtained by replicating strategy and Ito formula for the mixed fractional Brownian motion. Second, the author uses the perturbation method of single-parameter to obtain asymptomatic formulae of barrier options pricing problems. Finally, error estimates of these asymptotic solutions are illustrated by using the Feymann-Kac formula in which the results indicate that the asymptotic solutions uniformly converges to its exact solutions.