Please use this identifier to cite or link to this item:
http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/500| Title: | A Note on Game Theoretic Approach to Detect Arbitrage Strategy: Application in the Foreign Exchange Market |
| Authors: | Habibi, Reza |
| Keywords: | Arbitrage strategy Exchange rate matrix |
| Issue Date: | 5-Sep-2016 |
| Series/Report no.: | ;CHAENG/2013/49583 |
| Abstract: | A game theoretic approach to detect arbitrage strategy in a foreign exchange market is proposed. Five propositions are given and then the optimal arbitrage path is derived. |
| URI: | http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/500 |
| ISSN: | 2278-9561 2278-957X |
| Appears in Collections: | Vol. 5 No. 1 (2016) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 78-Article Text-178-1-10-20190529.pdf | 150.53 kB | Adobe PDF | View/Open |
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