What is the best proxy or contract to use when pricing options on the ASX? eg for US options, I could use $TNX (US 10 year treasury note) or $IRX (US 13 week T-bill).
Thanks!
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- Risk free rate proxy for ASX options pricing
What is the best proxy or contract to use when pricing options on the ASX? eg for US options, I could use $TNX (US 10 year treasury note) or $IRX (US 13 week T-bill).
Thanks!
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