Election predictions as martingales: an arbitrage approach

DOI10.1080/14697688.2017.1395230zbMath1479.91110arXiv1703.06351OpenAlexW3104496264WikidataQ56456023 ScholiaQ56456023MaRDI QIDQ4957226

Nassim Nicholas Taleb

Publication date: 3 September 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.06351

zbMATH Keywords

electionsBrier scorebinary options

Mathematics Subject Classification ID

Voting theory (91B12) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

An options-pricing approach to election prediction ⋮ Modelling corporate bank accounts

Cites Work

• The logistic-normal integral and its generalizations
• Philosophical lectures on probability. Collected, edited, and annotated by Alberto Mura. With an introductory essay by Maria Carla Galavotti. Transl. by Hykel Hosni

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