Game-theoretic capital asset pricing in continuous time. / Vovk, Vladimir; Shafer, Glenn.

2001.

Research output: Working paper

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@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",

}

RIS

TY - UNPB

T1 - Game-theoretic capital asset pricing in continuous time

AU - Vovk, Vladimir

AU - Shafer, Glenn

N1 - The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com, Working Paper 2.

PY - 2001/12/1

Y1 - 2001/12/1

M3 - Working paper

BT - Game-theoretic capital asset pricing in continuous time

ER -