54 citations · 240 across the 29 of their papers we have counts for
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q-fin.GN2011★ 8 cited
Periodic Sequences of Arbitrage: A Tale of Four Currencies
Rod Cross, Victor Kozyakin, Brian O'Callaghan +2
This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we find that arbitrage o…
math.DS2011★ 6 cited
Asymptotic behaviour of random tridiagonal Markov chains in biological applications
Peter E. Kloeden, Victor S. Kozyakin
Discrete-time discrete-state random Markov chains with a tridiagonal generator are shown to have a random attractor consisting of singleton subsets, essentially a random path, in t…
math.FA2011★ 11 cited
Finiteness Property of a Bounded Set of Matrices with Uniformly Sub-Peripheral Spectrum
Xiongping Dai, Victor Kozyakin
In the paper, a simple condition guaranteing the finiteness property for a bounded set of matrices is presented. Given a bounded set S of real or complex matrices, it is shown that…