OPTIMAL-CONTROL OF THE PURCHASE AND SALE OF SHARES

Authors
BELYAEVA NP TSIRLIN AM
Citation
Np. Belyaeva et Am. Tsirlin, OPTIMAL-CONTROL OF THE PURCHASE AND SALE OF SHARES, Automation and remote control, 59(4), 1998, pp. 568-574
Citations number
4
Categorie Soggetti
Robotics & Automatic Control","Instument & Instrumentation","Robotics & Automatic Control
Journal title
Automation and remote control → ACNP
ISSN journal
00051179
Volume
59
Issue
4
Year of publication
1998
Part
2
Pages
568 - 574
Database
ISI
SICI code
0005-1179(1998)59:4<568:OOTPAS>2.0.ZU;2-9
Abstract
A model for the purchase and sale of shares is studied by optimizing t he prices and volumes of sales and purchases. The middleman's limiting income is estimated, and the probability of depletion of the number o f shares is determined as a function of the initial share values.