14 citations · 19 across the 3 of their papers we have counts for
3 papers
math.ST2017★ 1 cited
A Note on Prediction Markets
A. Philip Dawid, Julia Mortera
In a prediction market, individuals can sequentially place bets on the outcome of a future event. This leaves a trail of personal probabilities for the event, each being conditiona…
q-fin.PR2011★ 4 cited
Probability-free pricing of adjusted American lookbacks
A. Philip Dawid, Steven de Rooij, Peter Grunwald +5
Consider an American option that pays G(X^*_t) when exercised at time t, where G is a positive increasing function, X^*_t := \sup_{s\le t}X_s, and X_s is the price of the underlyin…
math.ST2010★ 14 cited
Insuring against loss of evidence in game-theoretic probability
A. Philip Dawid, Steven de Rooij, Glenn Shafer +3
We consider the game-theoretic scenario of testing the performance of Forecaster by Sceptic who gambles against the forecasts. Sceptic's current capital is interpreted as the amoun…