Toward a Geometric Formulation of Triangular Arbitrage

DOI10.1143/PTPS.179.209MaRDI QIDQ5325431zbMATH OpenOpenAlexFDO

Authors Yoshiyuki Morisawa

Publication date 10 August 2009

Published in Progress of Theoretical Physics Supplement (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1143/ptps.179.209

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

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Cited in

(6)

• Triangular arbitrage as an interaction among foreign exchange rates
• The geometry of relative arbitrage
• Gauge geometry of financial markets
• About arbitrage and holonomy
• A note on the theory of fast money flow dynamics
• Geometric arbitrage theory and market dynamics

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