Primary Article
The Introduction of Toronto Index Participation Units and Arbitrage Opportunities in the Toronto 35 Index Option Market
Lucy E. Ackert and Yisong S. Tian
The Journal of Derivatives Summer 1998, 5 (4) 44-53; DOI: https://doi.org/10.3905/jod.1998.408003
Lucy E. Ackert
In the research department at the Federal Reserve Bank of Atlanta.
Yisong S. Tian
A professor at the College of Business Administration at the University of Cincinnati.
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The Introduction of Toronto Index Participation Units and Arbitrage Opportunities in the Toronto 35 Index Option Market
Lucy E. Ackert, Yisong S. Tian
The Journal of Derivatives May 1998, 5 (4) 44-53; DOI: 10.3905/jod.1998.408003
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