Insuring against loss of evidence in game-theoretic probability

DOI10.1016/j.spl.2010.10.013zbMath1206.62004arXiv1005.1811OpenAlexW2146170543WikidataQ57349547 ScholiaQ57349547MaRDI QIDQ618027

Steven de Rooij, Alexander Shen, A. Philip Dawid, Vladimir Vovk, Glenn R. Shafer, Nikolai K. Vereshchagin

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.1811

zbMATH Keywords

martingalesmathematical finance

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Probabilistic games; gambling (91A60)

Related Items (6)

Randomness Tests: Theory and Practice ⋮ Game-theoretic statistics and safe anytime-valid inference ⋮ Test martingales, Bayes factors and \(p\)-values ⋮ Unnamed Item ⋮ Continuous-time trading and the emergence of probability ⋮ Testing exchangeability: fork-convexity, supermartingales and e-processes

Cites Work

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• Imprecise probability trees: bridging two theories of imprecise probability
• Probability and Finance
• Optimal search and one-way trading online algorithms

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