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.

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Last modified: July 16, 2014