Risk-neutral pricing and hedging of in-play football bets
Year of publication: |
2018
|
---|---|
Authors: | Divos, Peter ; Baño Rollin, Sebastian del ; Bihari, Zsolt ; Aste, Tomaso |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 25.2018, 3/4, p. 315-335
|
Subject: | Asset pricing | betting | football | hedging | Hedging | Fußball | Football | Glücksspiel | Gambling | Optionspreistheorie | Option pricing theory | Profisport | Professional sports | CAPM |
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