Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas (Q5439653)

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scientific article; zbMATH DE number 5234111
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Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas
scientific article; zbMATH DE number 5234111

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    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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