Game-theoretic foundations for probability and finance /

Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability a...

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Bibliographic Details

Main Authors:	Shafer, Glenn, 1946- (Author), Vovk, Vladimir, 1960- (Author)
Format:	eBook
Language:	English
Published:	Hoboken, NJ : John Wiley & Sons, Inc., 2019.
Series:	Wiley series in probability and statistics.
Subjects:	Finance > Statistical methods. Finance > Mathematical models. Game theory. Game Theory
Online Access:	Connect to the full text of this electronic book