Game-Theoretic Probability : Theory and Applications to Prediction, Science, and Finance.

Game-Theoretic Probability : Theory and Applications to Prediction, Science, and Finance.

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 research, Game-Theoretic Foundations for Proba...

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Bibliographic Details
Main Author: Shafer, Glenn
Other Authors: Vovk, Vladimir
Format: eBook
Language:English
Published: Newark : John Wiley & Sons, Incorporated, 2019.
Edition:2nd ed.
Subjects:
Finance > Statistical methods.
Finance > Mathematical models.
Game theory.
Finance > Mathematical models
Finance > Statistical methods
Game theory
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