The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets
Crossref DOI link: https://doi.org/10.1371/journal.pone.0234709
Published Online: 2020-06-24
Update policy: https://doi.org/10.1371/journal.pone.corrections_policy
Ciacci, Alberto https://orcid.org/0000-0002-1514-2162
Sueshige, Takumi
Takayasu, Hideki
Christensen, Kim
Takayasu, Misako
Version of Record valid from 2020-06-24
