| 有底价的英式拍卖的Markov链模型及成交概率 |
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| 引用本文： | 莫晓云.有底价的英式拍卖的Markov链模型及成交概率[J].湖南师范大学自然科学学报,2009,32(1). |
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| 作者姓名： | 莫晓云 |
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| 作者单位： | 湖南财经高等专科学校基础课部,中国,长沙,410205 |
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| 摘 要： | 对有底价的英格兰式拍卖建立了Markov链数学模型.在此基础上,求出了成交概率,成交时应价次数和成交价两者的联合概率分布和单个的概率分布,它们都是用Markov链的转移概率来表述的.
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| 关 键 词： | Markov链模型 英格兰式 拍卖 成交 概率分布 |
The Markov Chain Model of England Auction on Having Reserve Price and Transaction Probability |
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| MO Xiao-yun.The Markov Chain Model of England Auction on Having Reserve Price and Transaction Probability[J].Journal of Natural Science of Hunan Normal University,2009,32(1). |
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| Authors: | MO Xiao-yun |
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| Institution: | Department of Basic Subjects;Hunan Financial and Economic College;Changsha 410205;China |
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| Abstract: | A mathematical model of the Markov chain on the England auction with having reserve price is set up.Based on this,it is calculated the probability of closing,individual probability distribution and joint probability distribution of the number of bid prices in transacting and transaction price,which are expressed in term of the transition probability of the Markov chain. |
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| Keywords: | Markov chain model English form auction transacting probability distribution |
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