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The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets. (2020). Sueshige, Takumi ; Takayasu, Misako ; Christensen, Kim ; Ciacci, Alberto.
In: PLOS ONE.
RePEc:plo:pone00:0234709.

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  49. Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises. (2009). Yu, Jun ; Huang, Shirley J..
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  50. .

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