Optimal arbitrage path in the foreign exchange market
Reza Habibi
| Year of publication: |
2016
|
|---|---|
| Authors: | Habibi, Reza |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 32.2016, p. 337-343
|
| Subject: | Arbitrage | Währungsspekulation | Currency speculation | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S0196-382120160000032014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691540