Shock transfer by arbitrage trading: analysis using multi-asset artificial market
Crossref DOI link: https://doi.org/10.1007/s40844-015-0024-z
Published Online: 2016-01-14
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Torii, Takuma
Izumi, Kiyoshi
Yamada, Kenta
Funding for this research was provided by:
Japan Science and Technology Agency
Japan Society for the Promotion of Science (15H02745)
Text and Data Mining valid from 2015-12-01
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Article History
First Online: 14 January 2016