DSpace Repository

A Note on Game Theoretic Approach to Detect Arbitrage Strategy: Application in the Foreign Exchange Market

A Note on Game Theoretic Approach to Detect Arbitrage Strategy: Application in the Foreign Exchange Market

Habibi, Reza
URI: http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/500
Date: 2016-09-05

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.

Show full item record

Files in this item

Icon
Name: 78-Article Text-1 ...
Size: 150.5Kb
Format: PDF
View/Open

This item appears in the following Collection(s)

Search DSpace


Advanced Search

Browse

My Account