The St. Petersburg paradox: an experimental solution
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- Da Silva, Sergio & Matsushita, Raul, 2016. "The St. Petersburg paradox: An experimental solution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 66-74.
References listed on IDEAS
- Samuelson, Paul A, 1977. "St. Petersburg Paradoxes: Defanged, Dissected, and Historically Described," Journal of Economic Literature, American Economic Association, vol. 15(1), pages 24-55, March.
- Tibor Neugebauer, 2010. "Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence," LSF Research Working Paper Series 10-14, Luxembourg School of Finance, University of Luxembourg.
- repec:cup:judgdm:v:4:y:2009:i:4:p:256-272 is not listed on IDEAS
- David Durand, 1957. "Growth Stocks And The Petersburg Paradox," Journal of Finance, American Finance Association, vol. 12(3), pages 348-363, September.
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More about this item
Keywords
St. Petersburg paradox; alpha-stable distributions; Cauchy flight; power laws;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBE-2015-12-01 (Cognitive and Behavioural Economics)
- NEP-EXP-2015-12-01 (Experimental Economics)
- NEP-GTH-2015-12-01 (Game Theory)
- NEP-HPE-2015-12-01 (History and Philosophy of Economics)
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