Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10012194858
In this paper, we propose a theoretical and computational framework for the detection and identification of (triangular) arbitrage opportunities among spot currency exchange rates in a foreign exchange market. We obtain sufficient conditions for excluding the triangular arbitrage opportunities...
Persistent link: https://www.econbiz.de/10012921244