The mirage of triangular arbitrage in the spot foreign exchange market
Year of publication: |
2009
|
---|---|
Authors: | Fenn, Daniel J. ; Howison, Sam ; McDonald, Mark ; Williams, Stacy ; Johnson, Neil F. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 8, p. 1105-1123
|
Subject: | Devisenmarkt | Foreign exchange market | Arbitrage | Welt | World |
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