Risk-Neutral Pricing and Hedging of In-Play Football Bets-Reference-Cited by-同舟云学术

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Risk-Neutral Pricing and Hedging of In-Play Football Bets

Published:2018-07-04 Issue:4 Volume:25 Page:315-335
ISSN:1350-486X
Container-title:Applied Mathematical Finance
language:en
Short-container-title:Applied Mathematical Finance

Author:

Divos Peter¹²,Del Bano Rollin Sebastian³,Bihari Zsolt⁴,Aste Tomaso¹²

Affiliation:

1. Department of Computer Science, University College London, London, UK

2. Systemic Risk Centre, London School of Economics and Political Sciences, London WC2A 2AE, UK

3. School of Mathematical Sciences, Queen Mary University of London, London, UK

4. Department of Finance, Corvinus University of Budapest, Budapest, Hungary

Funder

Economic and Social Research Council

Publisher

Informa UK Limited

Subject

Applied Mathematics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2018.1535275

Reference19 articles.

1. On the fundamental theorem of asset pricing with an infinite state space

2. Point Processes and Queues

3. Compliance, G. 2013. “In-Play Tracker - Summer 2013.”

4. The valuation of options for alternative stochastic processes

5. A general version of the fundamental theorem of asset pricing

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal bookmaking;European Journal of Operational Research;2021-03

2. Optimal Bookmaking;SSRN Electronic Journal;2019

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