An analysis of two modifications of the Petersburg game

DOI10.1080/17442500701840968zbMath1139.60311arXiv0712.3424OpenAlexW2120574591MaRDI QIDQ3498581

Anders Martin-Löf

Publication date: 15 May 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.3424

zbMATH Keywords

profitabilitycost of capitalfree luncharbritrage possibilitylimites capitalPetersburg game

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Cites Work

• Unnamed Item
• On the St. Petersburg Paradox
• A limit theorem which clarifies the ‘Petersburg Paradox'

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