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MR1852450 (2002k:60008) 60A05 (60F15 91A60 91B28)
Shafer, Glenn; Vovk, Vladimir Probability and finance. It's only a game! Wiley Series in Probability and Statistics. Financial Engineering Section. Wiley-Interscience, New York, 2001. xii+478 pp. ISBN: 0-471-40226-5
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