Periodic sequences of arbitrage: a tale of four currencies
type: Item
instance of: scholarly article
zbMATH Open document ID: 1242.91152
author: Victor Kozyakin
author: Brian O'Callaghan
author: Alexey Pokrovskiy
author: Rod Cross
author: Alexei Pokrovskii
published in: Metroeconomica
publication date: 2012-07-13T00:00:00Z
full work available at URL: https://arxiv.org/abs/1112.5850
Mathematics Subject Classification ID: 91B74
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G99
zbMATH DE Number: 6055462
describes a project that uses: Concorde
MaRDI profile type: Publication
arXiv ID: 1112.5850
cites work: Q3425132
cites work: When is a pair of matrices mortal?
cites work: The boundedness of all products of a pair of matrices is undecidable
cites work: A survey of computational complexity results in systems and control
cites work: Q3335459
cites work: Algebraic unsolvability of problem of absolute stability of desynchronized systems
cites work: Indefinability in o-minimal structures of finite sets of matrices whose infinite products converge and are bounded or unbounded
cites work: The Lyapunov exponent and joint spectral radius of pairs of matrices are hard - when not impossible - to compute and to approximate
OpenAlex ID: W2115841870
DOI: 10.1111/J.1467-999X.2011.04140.X
title: Periodic sequences of arbitrage: a tale of four currencies
description: scientific article; zbMATH DE number 6055462