Arbitrage in Frictional Foreign Exchange Market
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Publisher
Springer US
Link
http://link.springer.com/content/pdf/10.1007/978-0-387-30162-4_33
Reference15 articles.
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3. Cai, M., Deng, X.: Approximation and computation of arbitrage in frictional foreign exchange market. Electron. Notes Theor. Comput. Sci. 78, 1–10(2003)
4. Clinton, K.: Transactions costs and covered interest arbitrage: theory and evidence. J. Politcal Econ. 96(2), 358–370 (1988)
5. Deng, X., Li, Z.F., Wang, S.: Computational complexity of arbitrage in frictional security market. Int. J. Found. Comput. Sci. 13(5), 681–684 (2002)
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