Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
An analysis of two modifications of the Petersburg game
Stockholm University, Faculty of Science, Department of Mathematics.
2008 (English)In: STOCHASTICS, ISSN 1744-2508, Vol. 80, no 03-feb, 175-179 p.Article in journal (Refereed) Published
Abstract [en]

Two modifications of the Petersburg game are considered: (1) truncation, so that the player has a finite capital at his disposal and (2) a cost of borrowing capital, so that the player has to pay interest on the capital needed. In both cases, limit theorems for the total net gain are derived, so that it is easy to judge if the game is favourable or not.

Place, publisher, year, edition, pages
2008. Vol. 80, no 03-feb, 175-179 p.
Keyword [en]
Petersburg game, free lunch, arbitrage possibility, limited capital, cost of capital, profitability
National Category
Mathematics
Identifiers
URN: urn:nbn:se:su:diva-57687DOI: 10.1080/17442500701840968ISI: 000207628100007OAI: oai:DiVA.org:su-57687DiVA: diva2:417231
Note
authorCount :1Available from: 2011-05-16 Created: 2011-05-16 Last updated: 2011-05-16Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Martin-Löf, Anders
By organisation
Department of Mathematics
Mathematics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 12 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf