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Liquidity and employee options: An empirical examination of the Microsoft experience

✍ Scribed by Don M. Chance

Book ID
116624530
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
649 KB
Volume
15
Category
Article
ISSN
0929-1199

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An empirical examination of the pricing
An empirical examination of the pricing of exchange-traded barrier options
✍ Steve Easton; Richard Gerlach; Melissa Graham; Frank Tuyl πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 111 KB πŸ‘ 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