A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895)
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scientific article; zbMATH DE number 5816140
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| default for all languages | No label defined |
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| English | A new formulation of asset trading games in continuous time with essential forcing of variation exponent |
scientific article; zbMATH DE number 5816140 |
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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0.8004608750343323
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0.7668706178665161
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0.7369592785835266
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0.7350513935089111
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0.7239400148391724
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