A game-theoretic explanation of the $dt$ effect

Research output: Working paper

Original language	English
Publication status	Published - Jan 2003

Name	The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com

Cite this

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title = "A game-theoretic explanation of the $dt$ effect",

author = "Vladimir Vovk and Glenn Shafer",

note = "The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com, Working Paper 5.",

year = "2003",

month = jan,

language = "English",

series = "The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com",

type = "WorkingPaper",

}

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T1 - A game-theoretic explanation of the $dt$ effect

AU - Vovk, Vladimir

AU - Shafer, Glenn

N1 - The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com, Working Paper 5.

PY - 2003/1

Y1 - 2003/1

M3 - Working paper

T3 - The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com

BT - A game-theoretic explanation of the $dt$ effect

ER -