Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time (Q4932834)

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scientific article; zbMATH DE number 5796810
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Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time
scientific article; zbMATH DE number 5796810

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    Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time (English)
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    7 October 2010
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    beta-binomial distribution
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    Hölder exponent
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    Kullback divergence
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    randomness
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    risk neutral probability
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    universal prior
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