The St. Petersburg paradox: an experimental solution

DOI10.1016/J.PHYSA.2015.10.045MaRDI QIDQ1619087zbMATH OpenOpenAlexFDO

Authors Sergio Da Silva, Raul Matsushita

Publication date 13 November 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/68075/1/MPRA_paper_68075.pdf

zbMATH Keywords

St. Petersburg paradox\(\alpha\)-stable distributionspower lawsCauchy flight

Mathematics Subject Classification ID

Utility theory (91B16) Probabilistic games; gambling (91A60)

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• The known, the unknown, and the unknownable in financial risk management. Measurement and theory advancing practice.
• Tunneling resistivity of a one-dimensional random lattice and the Petersburg problem

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(6)

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