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Common terms and phrasesAmerican option Analysis approximately assume assumption Black-Scholes formula Borel bounded Brownian motion capital process central limit theorem Chapter condition convergence defined definition derivative differential equation diffusion dividend efficient-market hypothesis European option event final finance financial find finite first follows FORn function gambling system game-theoretic game-theoretic framework game-theoretic version Gaussian geometric Brownian motion heat equation hedging implies increments infinitesimal Investor iterated logarithm Kolmogorov large numbers law of large Lemma Lévy Lévy process lower probability Market announces Market Protocol martingale mathematical measure-theoretic measure-theoretic martingale Moivre’s theorem nonnegative nonstandard option pricing Parameters path payoff Players probability measure probability theory proof Proposition random variables real number Reality announces sample space satisfies sequence situation Skeptic announces Skeptic can force Statistical stochastic differential equation strong law sufficiently super-replication supermartingale symmetric probability protocol unbounded forecasting protocol variance variation spectrum Ville’s volatility Wiener process winning strategy zero References to this bookFrom other books
From Google ScholarA Tutorial Introduction to the Minimum Description Length PrinciplePeter Grunwald - 2004 - Arxiv preprint math.ST/0406077 Probabilistic forecasts, calibration and sharpnessTilmann Gneiting, Fadoua Balabdaoui, Adrian E Raftery Calibration with Many Checking RulesAlvaro Sandroni, Rann Smorodinsky, Rakesh V Vohra - 2003 - Mathematics of Operations Research Good randomized sequential probability forecasting is always possibleVladimir Vovk, Glenn Shafer References from web pagesShafer and Vovk "Probability and Finance" Probability and Finance Wiley-VCH - Shafer, Glenn / Vovk, Vladimir - Probability and Finance Response to Freddy Delbaen's review of our book, Probability and ... Probability and Finance: It's Only a Game! Game-theoretic foundations of probability and finance Probability and Finance: It's Only a Game! (Book Reviews ... VFH - Probability Theory Game-theoretic probability and defensive forecasting Putting Finance Theory at the Heart of Probability Theory Bibliographic information
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