The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market

Journal of Derivatives

Volumn 5, Issue 4, 1998, Pages 44-53

  Ackert, Lucy F ^a   Tian, Yisong S ^b  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

^b UNIVERSITY OF CINCINNATI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041023933     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1998.408003     Document Type: Article

References (16)

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