Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time
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Publication:4932834
DOI10.1080/07362994.2010.503467zbMath1198.91048arXiv0802.4311MaRDI QIDQ4932834
Kei Takeuchi, Masayuki Kumon, Akimichi Takemura
Publication date: 7 October 2010
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.4311
Hölder exponent; randomness; Kullback divergence; beta-binomial distribution; universal prior; risk neutral probability
60F15: Strong limit theorems
91A40: Other game-theoretic models
91A26: Rationality and learning in game theory
91A60: Probabilistic games; gambling
91G99: Actuarial science and mathematical finance
Related Items
Sequential optimizing strategy in multi-dimensional bounded forecasting games, Continuous-time trading and the emergence of probability
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