Thread: Bankroll Management in Limit Poker and Fractional Brownian Motion
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Old 02-07-2006, 05:01 PM
pzhon pzhon is offline
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Default Re: Bankroll Management in Limit Poker and Fractional Brownian Motion
This is too interesting not to get a response. I'm not sure that fractional Brownian motion is a better model for your observations, but it should be worth analyzing anyway.

Is there a discrete model for fractional Brownian motion, or a way to obtain one from a standard Brownian motion?
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