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Triangular arbitrage as an interaction among foreign exchange rates - MaRDI portal

Triangular arbitrage as an interaction among foreign exchange rates (Q1600262)

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scientific article
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Triangular arbitrage as an interaction among foreign exchange rates
scientific article

    Statements

    title
    Triangular arbitrage as an interaction among foreign exchange rates (English)
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    author
    Yukihiro Aiba
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    Naomichi Hatano
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    Hideki Takayasu
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    Kouhei Marumo
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    Tokiko Shimizu
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    published in
    Physica A
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    publication date
    12 June 2002
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    zbMATH Keywords
    interaction
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    Identifiers

    zbMATH DE Number
    1754890
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    arXiv ID
    cond-mat/0202391
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    OpenAlex ID
    W2052731693
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