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- W2511126483 abstract "This paper makes a small step towards a non-stochastic version of superhedging duality relations in the case of one traded security with a continuous price path. Namely, we prove the coincidence of game-theoretic and measure-theoretic expectation for lower semicontinuous positive functionals. We consider a new broad definition of game-theoretic probability, leaving the older narrower definitions for future work." @default.
- W2511126483 created "2016-09-16" @default.
- W2511126483 creator A5063978613 @default.
- W2511126483 date "2016-08-09" @default.
- W2511126483 modified "2023-10-11" @default.
- W2511126483 title "Another example of duality between game-theoretic and measure-theoretic probability" @default.
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