Multilateral Virtual Currency Model

6 Pages Posted: 1 Sep 2012 Last revised: 19 Nov 2012

Date Written: August 31, 2012

Abstract

This project represents a basic design of a multilateral FX market that synthetically connected to the modern bilateral FX market. The essence of the multilateral FX market is an introduction of the single rates generating by the multilateral FX structures. These single rates are single currency representations of the multicurrency structures. A synthetically constructed rate can provide the unique rate representation for each of the multilateral components of the structure.

Keywords: Multilateral FX

JEL Classification: C50, E40, F31

Suggested Citation

Gikhman, Ilya I., Multilateral Virtual Currency Model (August 31, 2012). Available at SSRN: https://ssrn.com/abstract=2139554 or http://dx.doi.org/10.2139/ssrn.2139554

Ilya I. Gikhman (Contact Author)

Independent ( email )

6077 Ivy Woods Court
Mason, OH 45040
513-573-9348 (Phone)

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