A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895): Difference between revisions
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Revision as of 16:14, 18 April 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)
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15 November 2010
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Bayesian strategy
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beta-binomial distribution
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game-theoretic probability
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Hölder exponent
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Kullback-Leibler information
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modulus of continuity
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square root of \(dt\) effect
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