Published on Feb 27, 2017
Uses a continuous time process to price an election; we end up with an option-stule pricing. The martigale approach optimizes the Brier score.
The corresponding paper is here: How to Predict an Election (pdf)
Uses a continuous time process to price an election; we end up with an option-stule pricing. The martigale approach optimizes the Brier score.
The corresponding paper is here: How to Predict an Election (pdf)