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.
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.
出处
《湖南师范大学自然科学学报》
CAS
北大核心
2009年第1期16-19,共4页
Journal of Natural Science of Hunan Normal University
基金
国家自然科学基金资助项目(10871064)
关键词
MARKOV链模型
英格兰式
拍卖
成交
概率分布
Markov chain model
English form
auction
transacting, probability distribution
