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Rod Cross

1 paper here

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.GN1
same name
  • Rod Cross — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedDouble Exponential Instability of Triangular Arbitrage Systems

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.GN2012★ 2 cited

Double Exponential Instability of Triangular Arbitrage Systems

Rod Cross, Victor Kozyakin

If financial markets displayed the informational efficiency postulated in the efficient markets hypothesis (EMH), arbitrage operations would be self-extinguishing. The present pape…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.