Now showing items 1-1 of 1

  • Periodic Sequences of Arbitrage: A Tale of Four Currencies 

    Cross, Rod; Kozyakin, Victor; O’Callaghan, Brian; Pokrovskii, Alexei; Pokrovskiy, Alexey (University of StrathclydeRussian Academy of SciencesUniversity College CorkLondon School of Economics and Political Science, 2010)
    This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we fi nd that arbitrage operations when four currencies are present ...

Copyright © 2015 SIRE - All Rights Reserved