Toward a Geometric Formulation of Triangular Arbitrage : An Introduction to Gauge Theory of Arbitrage(New Perspectives,Econophysics-Physical Approach to Social and Economic Phenomena-)
スポンサーリンク
概要
- 論文の詳細を見る
We introduce a geometric aspect to econophysics and point out that a kind of arbitrage opportunity has structure as a gauge theory. Especially, curvature of the gauge field in this theory means that existence of an arbitrage opportunity.
- 理論物理学刊行会の論文
- 2009-05-22
著者
-
MORISAWA Yoshiyuki
Faculty of Liberal Arts and Science, Osaka University of Economics and Law
-
Morisawa Yoshiyuki
Faculty Of Liberal Arts And Science Osaka University Of Economics And Law
-
Morisawa Yoshiyuki
Faculty Of Liberal Arts And Sciences Osaka University Of Economics And Law
-
MORISAWA Yoshiyuki
Faculty of Liberal Arts and Sciences, Osaka University of Economics and Law
関連論文
- Relativistic Gravitational Collapse of a Cylindrical Shell of Dust. II : Settling Down Boundary Condition(Astrophysics and Cosmology)
- Relativistic Gravitational Collapse of a Cylindrical Shell of Dust(Astrophysics and Relativity)
- Toward a Geometric Formulation of Triangular Arbitrage : An Introduction to Gauge Theory of Arbitrage(New Perspectives,Econophysics-Physical Approach to Social and Economic Phenomena-)