Easton, Steve; Gerlach, Richard; Graham, Melissa; Tuyl, … - In: Journal of Futures Markets 24 (2004) 11, pp. 1049-1064
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 options were...