Triangular arbitrage and negative auto-correlation of foreign exchange rates (Q1873969)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Triangular arbitrage and negative auto-correlation of foreign exchange rates |
scientific article; zbMATH DE number 1914410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Triangular arbitrage and negative auto-correlation of foreign exchange rates |
scientific article; zbMATH DE number 1914410 |
Statements
Triangular arbitrage and negative auto-correlation of foreign exchange rates (English)
0 references
21 May 2003
0 references
stochastic model
0 references
