Game‐Theoretic Foundations for Probability and Finance

DOI10.1002/9781118548035zbMath1422.91026OpenAlexW2944449625MaRDI QIDQ5222826

Vladimir Vovk, Glenn R. Shafer

Publication date: 3 July 2019

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9781118548035

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Strong limit theorems (60F15) Axioms; other general questions in probability (60A05) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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