dc.contributor.author | Aase, Knut K. | |
dc.date.accessioned | 2006-07-18T09:28:43Z | |
dc.date.available | 2006-07-18T09:28:43Z | |
dc.date.issued | 1998-09 | |
dc.identifier.issn | 1500-4066 | |
dc.identifier.uri | http://hdl.handle.net/11250/163825 | |
dc.description | Forthcoming in Scandinavian Actuarial Journal | en |
dc.description.abstract | The classical St. Petersburg Paradox is discussed in terms of doubling strategies. It is claimed that what was originally thought of as a "paradox" can hardly be considered as very surprising today, but viewed in terms of doubling strategies, we get some results that look paradoxical, at least to the practically oriented investor. | en |
dc.format.extent | 162221 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | eng | en |
dc.publisher | Norwegian School of Economics and Business Administration. Department of Finance and Management Science | en |
dc.relation.ispartofseries | Discussion paper | en |
dc.relation.ispartofseries | 1998:12 | en |
dc.subject | St. Petersburg paradox | en |
dc.subject | free lunch | en |
dc.subject | arbitrage possibility | en |
dc.subject | expected utility | en |
dc.subject | certainty equivalent | en |
dc.subject | uniform integrability | en |
dc.title | The St. Petersburg Paradox | en |
dc.type | Working paper | en |