Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model (Q5739114)
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scientific article; zbMATH DE number 6725557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model |
scientific article; zbMATH DE number 6725557 |
Statements
Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model (English)
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2 June 2017
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casino gambling
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cumulative prospect theory
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path dependence
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randomized strategies
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quasi-convexity
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optimal stopping
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