What people are saying - Write a review
We haven't found any reviews in the usual places.
American 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
From other books
All Book Search results »
From Google Scholar
Peter Grunwald - 2004 - Arxiv preprint math.ST/0406077
Tilmann Gneiting, Fadoua Balabdaoui, Adrian E Raftery
Alvaro Sandroni, Rann Smorodinsky, Rakesh V Vohra - 2003 - Mathematics of Operations Research
All Scholar search results »
Vladimir Vovk, Glenn Shafer
Shafer 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