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A Note on Game Theoretic Approach to Detect Arbitrage Strategy: Application in the Foreign Exchange Market
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| dc.contributor.author | Habibi, Reza | |
| dc.date.accessioned | 2022-06-08T08:13:14Z | |
| dc.date.available | 2022-06-08T08:13:14Z | |
| dc.date.issued | 2016-09-05 | |
| dc.identifier.issn | 2278-9561 | |
| dc.identifier.issn | 2278-957X | |
| dc.identifier.uri | http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/500 | |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.relation.ispartofseries | ;CHAENG/2013/49583 | |
| dc.subject | Arbitrage strategy | en_US |
| dc.subject | Exchange rate matrix | en_US |
| dc.title | A Note on Game Theoretic Approach to Detect Arbitrage Strategy: Application in the Foreign Exchange Market | en_US |
| dc.type | Article | en_US |
