Double exponential instability of triangular arbitrage systems-Reference-Cited by-同舟云学术

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Double exponential instability of triangular arbitrage systems

Published:2013 Issue:2 Volume:18 Page:349-376
ISSN:1553-524X
Container-title:Discrete & Continuous Dynamical Systems - B
language:en
Short-container-title:

Author:

Cross Rod, ,Kozyakin Victor,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics

Reference22 articles.

1. Arbitrage in the foreign exchange market: Turning on the microscope,;Q. F. Akram;Journal of International Economics,2008

2. "Analiz Ustoichivosti Rassinkhronizovannykh Diskretnykh Sistem,";E. A. Asarin;Nauka,1992

3. "Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity in 2010 - Final results,";BIS;Bank for International Settlements,2010

4. "High-Frequency Trading in the Foreign Exchange Market: New Report from the Markets Committee,";BIS;Bank for International Settlements,2011

5. "BIS Effective Exchange Rate Indices,";BIS;Bank for International Settlements,2012

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