Game‐Theoretic Foundations for Probability and Finance
DOI10.1002/9781118548035zbMath1422.91026MaRDI QIDQ5222826
Vladimir Vovk, Glenn R. Shafer
Publication date: 3 July 2019
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/9781118548035
62M20: Inference from stochastic processes and prediction
62P05: Applications of statistics to actuarial sciences and financial mathematics
91A80: Applications of game theory
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
60F15: Strong limit theorems
60A05: Axioms; other general questions in probability
91G10: Portfolio theory
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
