1 January 1998 Distribution function of the stop price in an auction
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Proceedings Volume 3345, International Workshop on New Approaches to High-Tech Materials: Nondestructive Testing and Computer Simulations in Materials Science and Engineering; (1998); doi: 10.1117/12.299616
Event: International Workshop on New Approaches to High Tech Materials: Nondestructive Testing and Computer Simulations in Materials Science and Engineering, 1997, St. Petersburg, Russian Federation
Abstract
This article presents a mathematical model of forecasting of the stop-price on the securities auction, where an eminent places an issue among investors. The distribution function of the stop-price is the asymptotically normal function. It is proved with the help of two theorems that are represented in this article. Besides, it is represented formulas for the mean and the variance of the stop-price in two cases. The first case is when all auction participants are the same, and the second case, when auction participants are divided into two groups (large and small investors).
© (1998) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
E. N. Vilchevsky, "Distribution function of the stop price in an auction", Proc. SPIE 3345, International Workshop on New Approaches to High-Tech Materials: Nondestructive Testing and Computer Simulations in Materials Science and Engineering, (1 January 1998); doi: 10.1117/12.299616; https://doi.org/10.1117/12.299616
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KEYWORDS
Mathematical modeling

Neptunium

Statistical analysis

Fermium

Frequency modulation

Computer security

Error analysis

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