The U.S. Dollar Index is quoted as a percentage of its value as of March 1973, calculated to two decimal places (e.g., 123.55).
Pricing U.S. Dollar Index Futures Options: An Empirical Investigation
β Scribed by Vivek Bhargava; John M. Clark
- Book ID
- 110693371
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 128 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0732-8516
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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## Abstract The BlackβScholes (BS; F. Black & M. Scholes, 1973) option pricing model, and modern parametric option pricing models in general, assume that a single unique price for the underlying instrument exists, and that it is the midβ (the average of the ask and the bid) price. In this article t