The theoretical game analysis of exchange arbitrage, interest arbitrage and illegal capital flows versus capital account control;
套汇、逃汇、套利与资本管制的博弈分析
Regarding arbitrage problem,a new algorithm is presented.
针对套汇问题,指出了其与一般最短路径问题的本质差异:求解路径上权值乘积的最大值。
The arbitrage problem is translated into finding negative loop problem in network programming.
把套汇问题转化为网络规划中找负回路问题,用F loyd算法解决了套汇问题。
Optimizing the Method of Seeking for the Foreign Exchange Arbitrage Route;
国际外汇市场无风险套汇路径的优化搜索
There are lacks of deep and strict analysis on the conditions of space arbitrage in documentaries.
一般文献对于空间套汇的条件缺乏深入严谨的分析,为弥补这一缺陷,本文尝试在严格考虑到外汇银行对同一外汇买卖汇率报价不同的基础上,对空间套汇的条件做了较为深入严谨的讨论和分析,给出了不存在空间套汇机会的充分必要条件及其若干重要推论。