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Modelling exchange-traded barrier options traded in the Australian options market

โœ Scribed by Steve Easton; Richard Gerlach

Book ID
110936525
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
76 KB
Volume
47
Category
Article
ISSN
0810-5391

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๐Ÿ“œ SIMILAR VOLUMES

An empirical examination of the pricing
An empirical examination of the pricing of exchange-traded barrier options
โœ Steve Easton; Richard Gerlach; Melissa Graham; Frank Tuyl ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 111 KB ๐Ÿ‘ 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