Game Theory to price Options?

[Bastian Gross]

Hi,
I want to introduce this book about Game Theory to price options by Shafer and Vovk?

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They construct an interesting new mathematical (and philosophical) framework for probability theory and pricing derivates by using game theory.
I think, that this framework make sometimes smile but is unimpressive. And price/performance-ratio is to high.
But if someone read "Probability and Finance: It's Only a Game!" at a library it's a new point of view.

 

[Yuriy]

Might be an interesting book to read. I looked at the table of contents, some chapters promise to be enlightening (like "Neosubjectivism").

 

[Bastian Gross]

The Game-Theoretic Probability and Finance Project

Here are some more game theory: