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