An empirical examination of the pricing
โ
Steve Easton; Richard Gerlach; Melissa Graham; Frank Tuyl
๐
Article
๐
2004
๐
John Wiley and Sons
๐
English
โ 111 KB
๐ 2 views
## Abstract Actively traded barrier options were introduced on the Australian Stock Exchange in 1998. This market provides a unique laboratory in which to empirically examine their pricing. This is particularly so given that, for a number of these options, otherwise identical standard European opti