Betting market: analysis of arbitrage situations

DOI10.1007/S10559-012-9472-1MaRDI QIDQ2263244zbMATH OpenOpenAlexFDO

Authors V. Yu. Kotlyar, O. V. Smyrnova

Publication date 18 March 2015

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-012-9472-1

zbMATH Keywords

probabilityarbitragebettingbetting markettrading model

Mathematics Subject Classification ID

Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Recommendations

• Bet hedging for fixed quota
• scientific article; zbMATH DE number 715421
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Cites work

• scientific article; zbMATH DE number 3336208 (Why is no real title available?)
• Calculated bets. Computers, gambling, and mathematical modeling to win

Cited in

(5)

• Evaluating betting odds and free coupons using desirability
• Permutation betting markets: singleton betting with extra information
• Risk-neutral pricing and hedging of in-play football bets
• Some models of exchange trading in high-risk financial markets
• Valuation of soccer spread bets

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