Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-depth coverage of classical probability theory as well as new theory.
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Probability and Finance: It's Only a Game!
By Glenn Shafer, Vladimir Vovk
Contributor Glenn Shafer, Vladimir Vovk
Edition: illustrated
Published by Wiley-IEEE, 2001
ISBN 0471461717, 9780471461715
414 pages