| 有不公开底价英式拍卖的非时齐Markov链模型 |
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| 引用本文： | 莫晓云.有不公开底价英式拍卖的非时齐Markov链模型[J].经济数学,2009,26(2):77-81. |
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| 作者姓名： | 莫晓云 |
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| 作者单位： | 湖南师范大学,数学与计算机科学学院,湖南,长沙,410081;湖南财经高等专科学校,湖南,长沙,410205 |
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| 基金项目： | 国家自然科学基金资助项目(10871064) |
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| 摘 要： | 对有不公开底价的英格兰式拍卖，建立了非时齐Markov链数学模型．对此模型，求出了拍卖的成交概率、平均成交价、成交时应价次数和成交价的联合概率分布以及边缘分布．
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| 关 键 词： | 拍卖 英格兰式 非时齐Markov链 成交 概率分布 |
THE MODEL OF NON-HOMOGENEOUS MARKOV CHAIN FOR ENGLAND AUCTION WITH NON-OPEN RESERVE PRICE |
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| MO Xiao-yun.THE MODEL OF NON-HOMOGENEOUS MARKOV CHAIN FOR ENGLAND AUCTION WITH NON-OPEN RESERVE PRICE[J].Mathematics in Economics,2009,26(2):77-81. |
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| Authors: | MO Xiao-yun |
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| Institution: | 1.College of Mathematics and Computer Science;Hunan Normal University;Changsha 410081;China;2.Hunan Financial and Economic College;Changsha 410205;China |
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| Abstract: | A mathematical model of non-homogeneous Markov chain was set up for the England auction with non-open reserve price. From this model,the transaction probability,mean transaction price,the joint distribution and marginal distributions for the number of bid prices in transacting and transaction price were calculated. |
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| Keywords: | auction English form non-homogeneous Markov chain transacting probability distribution |
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