A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 08:51, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new formulation of asset trading games in continuous time with essential forcing of variation exponent |
scientific article |
Statements
A new formulation of asset trading games in continuous time with essential forcing of variation exponent (English)
0 references
15 November 2010
0 references
Bayesian strategy
0 references
beta-binomial distribution
0 references
game-theoretic probability
0 references
Hölder exponent
0 references
Kullback-Leibler information
0 references
modulus of continuity
0 references
square root of \(dt\) effect
0 references