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Toward a Geometric Formulation of Triangular Arbitrage - MaRDI portal

Toward a Geometric Formulation of Triangular Arbitrage

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Publication:5325431

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DOI10.1143/PTPS.179.209zbMath1175.91130OpenAlexW2035651849MaRDI QIDQ5325431

Yoshiyuki Morisawa

Publication date: 10 August 2009

Published in: Progress of Theoretical Physics Supplement (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1143/ptps.179.209

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Related Items (1)

Geometric arbitrage theory and market dynamics

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