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Game-Theoretic Foundations for Probability and Finance

By Glenn Shafer, Vladimir Vovk
Hardcover
$122.95
By Glenn Shafer, Vladimir Vovk
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Game-theoretic probability and finance come of age

Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statisti...

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