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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| English | Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time |
scientific article; zbMATH DE number 5796810 |
Statements
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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0.8102079629898071
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0.8004608750343323
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0.7898727059364319
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0.7463489770889282
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0.7195075154304504
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