An empirical examination of the pricing
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Steve Easton; Richard Gerlach; Melissa Graham; Frank Tuyl
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Article
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2004
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John Wiley and Sons
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English
β 111 KB
π 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