Prof. Jayanth R. Varma's Financial Markets Blog

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Prof. Jayanth R. Varma's Financial Markets Blog, A Blog on Financial Markets and Their Regulation

© Prof. Jayanth R. Varma
jrvarma@iima.ac.in

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Thu, 30 May 2013

St Petersburg once again

One and a half years ago, I blogged about a paper by Peters that purported to resolve the paradox by using time averages. I finally got around to writing this up as a working paper (also available at SSRN). The content is broadly similar to the blog post except for some more elaboration and the introduction of a time reversed St Petersburg game as a further rebuttal of the time resolution idea.

Posted at 12:37 on Thu, 30 May 2013     View/Post Comments (0)     permanent link