Arbitrage detection using max plus product iteration on foreign exchange rate graphs
Zhenyu Cui, Stephen Taylor
| Year of publication: |
2020
|
|---|---|
| Authors: | Cui, Zhenyu ; Taylor, Stephen |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 35.2020, p. 1-8
|
| Subject: | 60F10 | 60G55 | 91B30 | Foreign exchange | k-Currency arbitrage | Max-plus product | Shortest-path | Arbitrage | Wechselkurs | Exchange rate | Theorie | Theory | Währungsderivat | Currency derivative | Produktivität | Productivity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.08.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438327