black scholes equations applied to tennis

#1
Hello betfair trader here.

I ask this question here because here is full of smart guys.

Can I model a tennis match or some statistic regarding a tennis player using black scholes equations? I mean: can they come useful when applied in tennis in order to model the behaviour of a player? How can they be useful to me in this case?

P.S. I use Markov Chain in tennis matches
 

staassis

Active Member
#2
No. The Black-Scholes dynamics (geometric Brownian motion) is explosive towards the end, whereas the two tennis players are tired towards the end. Unless it is a tie-break. A [Brownian bridge + low volatility random walk] ---- maybe, but still not the best model.