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.
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.
出处
《经济数学》
北大核心
2009年第2期77-81,共5页
Journal of Quantitative Economics
基金
国家自然科学基金资助项目(10871064)
关键词
拍卖
英格兰式
非时齐Markov链
成交
概率分布
auction
English form
non-homogeneous Markov chain
transacting
probability distribution
