Game-Theoretic Foundations for Probability and Finance by Vladimir Vovk, Glenn Shafer

Game-Theoretic Foundations for Probability and Finance

Wiley Probability and Statistics

Vladimir Vovk, Glenn Shafer

480 pages missing pub info (view editions)

nonfiction business economics
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Game-theoretic probability and finance come of age Glenn 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 years of further...

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