Math. J. Interdiscip. Sci.

A Note on Game Theoretic Approach to Detect Arbitrage Strategy: Application in the Foreign Exchange Market

Reza Habibi


Arbitrage strategy; Exchange rate matrix, Foreign exchange market; Game theory

PUBLISHED DATE September 2016
PUBLISHER The Author(s) 2016. This article is published with open access at

A game theoretic approach to detect arbitrage strategy in a foreign exchange market is proposed. Five propositions are given and then the optimal arbitrage path is derived.

Page(s) 49–51
ISSN Print : 2278-9561, Online : 2278-957X
DOI 10.15415/mjis.2016.51004
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