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Arbitrage detection using max plus product iteration on foreign exchange rate graphs
Cui, Zhenyu
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Taylor, Stephen
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Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438327
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The network structure of overnight index swap rates
Fang, Ming
;
Taylor, Stephen
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Uddin, Ajim
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341830
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