"Trading Foreign Exchange Triplets."

Álvaro Cartea, Sebastian Jaimungal, Tianyi Jia (2020)

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DOI: 10.1137/18M1172089

access: closed

type: Journal Article

metadata version: 2021-09-01

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Álvaro Cartea, Sebastian Jaimungal, Tianyi Jia:
Trading Foreign Exchange Triplets. SIAM J. Financial Math. 11(3): 690-719 (2020)

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