Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas
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Publication:5439653
DOI10.14490/jjss.37.87zbMath1145.62083arXivmath/0509367OpenAlexW1484662238MaRDI QIDQ5439653
Taiji Suzuki, Akimichi Takemura
Publication date: 11 February 2008
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0509367
binomial distributionCox-Ross-Rubinstein formulahypergeometric distributionreplicating strategylower pricePolya's distributionprobability protocolupper price
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Other game-theoretic models (91A40) Derivative securities (option pricing, hedging, etc.) (91G20)
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