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An options-pricing approach to election prediction

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Publication:5139254
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DOI10.1080/14697688.2020.1757136zbMath1465.91047OpenAlexW3034594307MaRDI QIDQ5139254

Matthew J. Burke, John L. Fry

Publication date: 7 December 2020

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

Full work available at URL: http://shura.shu.ac.uk/29213/1/QF5.pdf


zbMATH Keywords

election forecastingoptions-pricing model


Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Voting theory (91B12) Derivative securities (option pricing, hedging, etc.) (91G20) History, political science (91F10)


Related Items (1)

Modelling corporate bank accounts



Cites Work

  • The valuation of no-negative equity guarantees and equity release mortgages
  • Statistical properties of an experimental political futures market
  • CRASHES AS CRITICAL POINTS
  • Regression
  • Empirical properties of asset returns: stylized facts and statistical issues
  • Forecasting Elections
  • Election predictions as martingales: an arbitrage approach
  • Real options valuation applied to transmission expansion planning
  • Stability of democracies: a complex systems perspective
  • An Informal Introduction to Stochastic Calculus with Applications
  • Unnamed Item
  • Unnamed Item


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