trureturingGitHub MATHEMATICAL ATLAS

ResourceOrder / CONCEPT

No-Arbitrage Uniqueness of Reversible Rates

Two positive reversible exchange rates coincide exactly when neither cross-rate cycle has multiplier above one.

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THEOREM

No-arbitrage characterizes equality of reversible rates

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No-Arbitrage Uniqueness of Reversible RatesNo-Arbitrage Uniqueness ofReversible Rates
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Lean sourceResearch workspace
Status
Closed
Depth
0
Layer
D5/S3
Domain
ResourceOrder
Node ID
D5/S3/ResourceOrder/NoArbitrageRateUniqueness
Repository path
D5/S3/ResourceOrder/NoArbitrageRateUniqueness.lean
Truth release
sha256:c0d04258d27972c1cf58485e21d64dbcbe336405346ba95133913c64ba2856aa
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745bf90812f7175f83e1235688249f9495f23bfc
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143bc6c9ab9054c406f0cdd7f3b296eb38768b5c

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