On sticky bookmaking as a learning device in horse-racing betting markets

DOI10.1016/j.jedc.2022.104525OpenAlexW4297821747MaRDI QIDQ2102874

Chi Zhang, Jacco J. J. Thijssen

Publication date: 12 December 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104525

zbMATH Keywords

optimal stopping timedynamic pricingbetting marketssequential hypothesis testinghorse racing

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Costly sequential experimentation and project valuation with an application to health technology assessment
• On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
• Continuous Auctions and Insider Trading
• Optimal Horse Race Bets
• Stochastic differential equations. An introduction with applications.

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