Scientific publications

А.А. Ивашко.

Задача максимизации прибыли в урновой схеме

// Труды КарНЦ РАН. No 4. Сер. Математическое моделирование и информационные технологии. 2014. C. 62-66

A.A. Ivashko. Gain maximization problem in the urn scheme // Transactions of Karelian Research Centre of Russian Academy of Science. No 4. Mathematical Modeling and Information Technologies. 2014. Pp. 62-66

Keywords: optimal stopping, urn sampling, ballot problem

The optimal double-stopping problem of gain maximization when buying and selling financial assets is considered. The optimal stopping strategies and payoffs are obtained.

trudy_2014_4_062.pdf (341 Kb, total downloads: 159)

Last modified: July 16, 2014