Arbitrage in Frictional Foreign Exchange Market
Author:
Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4939-2864-4_33
Reference15 articles.
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3. Cai M, Deng X (2003) Approximation and computation of arbitrage in frictional foreign exchange market. Electron Notes Theor Comput Sci 78:1–10
4. Clinton K (1988) Transactions costs and covered interest arbitrage: theory and evidence. J Polit Econ 96(2):358–370
5. Deng X, Papadimitriou C (1994) On the complexity of cooperative game solution concepts. Math Oper Res 19(2):257–266
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