Displaying similar documents to “Continuous-time trading and the emergence of volatility.”

Cumulative processes in basketball games

I. Kopocińska, B. Kopociński (2006)

Applicationes Mathematicae

Similarity:

We assume that the current score of a basketball game can be modeled by a bivariate cumulative process based on some marked renewal process. The basic element of a game is a cycle, which is concluded whenever a team scores. This paper deals with the joint probability distribution function of this cumulative process, the process describing the host's advantage and its expected value. The practical usefulness of the model is demonstrated by analyzing the effect of small modifications of...

An open toss problem.

Bajaj, Prem N., Mendieta, G.R. (1993)

International Journal of Mathematics and Mathematical Sciences

Similarity:

Yet another hat game.

Paterson, Maura B., Stinson, Douglas R. (2010)

The Electronic Journal of Combinatorics [electronic only]

Similarity: