Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities
- Autoren
- Audrius Kabašinskas, Kristina Šutienė
- Jahr
- 2021
- Publikationsort
- Entropy (MDPI), 23(4)
- Kategorie
- Foundations & Infrastructure
- Bereiche
- routingarbitrage/negative cycles
- Anmerkungen
- Cross-venue arbitrage ratio `AR_ij = (P_i−P_j)/P_j > cost`; ranks exchanges by role in generating/closing arbitrage