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MaRDI QIDQ106016CRANFDO

Authors Jonas Christoffer Lindstrøm

Last update 11 June 2023

Copyright license GNU General Public License, version 3.0

Software version identifier 0.4.1, 0.2.5, 0.3.0, 0.3.1, 0.4.0, 0.5

Description

Convert between bookmaker odds and probabilities. Eight different algorithms are available, including basic normalization, Shin's method (Hyun Song Shin, (1992) <doi:10.2307/2234526>), and others.

Cites work

• Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias

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