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 www.chitkara.edu.in/publications|
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.
|ISSN||Print : 2278-9561, Online : 2278-957X|