Title of article
Triangular arbitrage in the foreign exchange market
Author/Authors
Yukihiro Aiba، نويسنده , , Naomichi Hatano، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
4
From page
174
To page
177
Abstract
We first review our previous work, showing what is the triangular arbitrage transaction and how to quantify the triangular arbitrage opportunity. Next we explain that the correlation of the foreign exchange rates can appear without actual triangular arbitrage transaction.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2004
Journal title
Physica A Statistical Mechanics and its Applications
Record number
869716
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