Approximation and Computation of Arbitrage in Frictional Foreign Exchange Market.
Mao-cheng CaiXiaotie DengPublished in: Electron. Notes Theor. Comput. Sci. (2003)
Keyphrases
- foreign exchange
- exchange rate
- stock price
- stock market
- early warning
- financial markets
- efficient computation
- exact computation
- error bounds
- non stationary
- approximation error
- approximation algorithms
- electronic commerce
- rigid body
- natural language processing
- np hard
- long term
- portfolio optimization
- artificial intelligence
- numerical integration
- machine learning