Triangular arbitrage and negative auto-correlation of foreign exchange rates
Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu, Kouhei Marumo, Tokiko ShimizuVolume:
324
Année:
2003
Langue:
english
Pages:
5
DOI:
10.1016/s0378-4371(02)01905-2
Fichier:
PDF, 87 KB
english, 2003