Triangular arbitrage and negative auto-correlation of foreign exchange rates
| Autor: | Aiba, Yukihiro1 aiba@phys.aoyama.ac.jp, Hatano, Naomichi1, Takayasu, Hideki2, Marumo, Kouhei3, Shimizu, Tokiko4 |
|---|---|
| Zdroj: | Physica A. Jun2003, Vol. 324 Issue 1/2, p253. 5p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
|
Full Text from ScienceDirect