A rule of thumb (not only) for gamblers
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Publication:1346154
DOI10.1016/0304-4149(95)91546-DzbMath0813.60044OpenAlexW2049450596MaRDI QIDQ1346154
Publication date: 30 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(95)91546-d
martingalerandom walkstopping timesgamblingstrategy with the greater variancestrategy with the smaller variance
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