Game-Theoretic Foundations for Probability and Finance

Game-Theoretic Foundations for Probability and Finance

by Glenn Shafer
5/5

Game-theoretic probability and finance come of ageGlenn Shafer and Vladimir Vovk's Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability.

Based on fifteen.

First published
2019
Publishers
Wiley & Sons· Incorporated· John
Subjects
Investments·Financial engineering·Statistical decision

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