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The exchange traded funds’ pricing deviation: analysis and forecasts

✍ Scribed by Richard A. DeFusco; Stoyu I. Ivanov; Gordon V. Karels

Book ID
107620883
Publisher
Springer US
Year
2009
Tongue
English
Weight
472 KB
Volume
35
Category
Article
ISSN
1055-0925

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An empirical examination of the pricing of exchange-traded barrier options
✍ Steve Easton; Richard Gerlach; Melissa Graham; Frank Tuyl 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 111 KB 👁 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