Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas (Q5439653): Difference between revisions
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| Property / DOI: 10.14490/jjss.37.87 / rank | |||
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| Property / author: Akimichi Takemura / rank | |||
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Latest revision as of 17:00, 30 December 2024
scientific article; zbMATH DE number 5234111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas |
scientific article; zbMATH DE number 5234111 |
Statements
Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas (English)
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11 February 2008
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binomial distribution
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Cox-Ross-Rubinstein formula
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hypergeometric distribution
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lower price
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Polya's distribution
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probability protocol
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replicating strategy
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upper price
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