Game-theoretic capital asset pricing in continuous time

Research output: Working paper

Original language	English
Publication status	Published - 1 Dec 2001

Cite this

@techreport{3fb1e0199eea4078a943db8aff33b15e,

title = "Game-theoretic capital asset pricing in continuous time",

author = "Vladimir Vovk and Glenn Shafer",

note = "The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com, Working Paper 2.",

year = "2001",

month = dec,

day = "1",

language = "English",

type = "WorkingPaper",

}