A game-theoretic explanation of the $dt$ effect. / Vovk, Vladimir; Shafer, Glenn.

2003. (The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com).

Research output: Working paper

Published

Standard

A game-theoretic explanation of the $dt$ effect. / Vovk, Vladimir; Shafer, Glenn.

2003. (The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com).

Research output: Working paper

Harvard

Vovk, V & Shafer, G 2003 'A game-theoretic explanation of the $dt$ effect' The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com.

APA

Vovk, V., & Shafer, G. (2003). A game-theoretic explanation of the $dt$ effect. (The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com).

Vancouver

Vovk V, Shafer G. A game-theoretic explanation of the $dt$ effect. 2003 Jan. (The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com).

Author

Vovk, Vladimir ; Shafer, Glenn. / A game-theoretic explanation of the $dt$ effect. 2003. (The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com).

BibTeX

@techreport{684fecc9ff0946758e6cedcc2fc8c6a7,
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",

}

RIS

TY - UNPB

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 -