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Triangular arbitrage as an interaction among foreign exchange rates

, , , , and . Physica A: Statistical Mechanics and its Applications, 310 (3-4): 467--479 (Jul 15, 2002)

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Triangular arbitrage in the foreign exchange market, and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 174--177 (Dec 1, 2004)A microscopic model of triangular arbitrage, and . Physica A: Statistical and Theoretical Physics, 371 (2): 572--584 (Nov 15, 2006)Triangular arbitrage as an interaction among foreign exchange rates, , , , and . Physica A: Statistical Mechanics and its Applications, 310 (3-4): 467--479 (Jul 15, 2002)Triangular arbitrage and negative auto-correlation of foreign exchange rates, , , , and . Physica A: Statistical Mechanics and its Applications, 324 (1-2): 253--257 (Jun 1, 2003)