具有随机最高可接受报价的英格兰式拍卖被引量：1

English Auctions with Random Bid of the Highest Acceptable

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摘要推广了一些拍卖模型,推广的模型允许竞买人的最高可接受报价是随机变量.并对该模型,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. This paper extended the models of references [1] and [2].The extending model is permitted that the highest acceptable bid is random variables about bidder.For this model,we have calculated that the transaction probability,mean transaction price,the joint distribution probability and marginal distributions for the number of bid price in transacting and transaction price.

作者莫晓云

机构地区湖南财政经济学院

出处《湘潭大学自然科学学报》 CAS CSCD 北大核心 2010年第3期31-33,共3页 Natural Science Journal of Xiangtan University

基金国家自然科学基金项目(10871064) 湖南省高等学校科研项目(09C011)

关键词英式拍卖最高可接受报价 MARKOV链概率分布 English auctions highest acceptable bid Markov chain probability distribution

分类号 O211.9 [理学—概率论与数理统计] F224.7 [经济管理—国民经济]

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参考文献8

1莫晓云.有底价的英式拍卖的Markov链模型及成交概率[J].晓庄学院自然科学学报,2009,32(1):16-19. 被引量：4
2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. 被引量：3
3[美]保尔·米格罗姆.拍卖理论与实务[M].北京:清华大学出版社,2006.
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8钱敏平,龚光鲁.应用随机过程[M].北京:北京大学出版社,1997.

二级参考文献14

1邓国和,杨向群.有跳风险的信用价差简化模型[J].晓庄学院自然科学学报,2007,30(1):5-9. 被引量：4
2RILEY J,SAMUELSON W. Optimal auctions[J]. American Economic Review, 1981, (71) :381-392.
3RILEY J. Ex post information in auctions [ J ]. Review of Economic Studies, 1988,55 (3) :409-429.
4MYERSON R. Optimal auction design[ J ]. Mathematics of Operations Research, 1981, (6) :58-73.
5LI H G, RILEY J. Auction choice [ M ]. Mimeo: University of California at Los Angeles ,2000.
6LI H G,TAN G. Hidden reserve prices with risk averse bidders[ M ]. Mimeo:Univer sity of British Columbia,2000
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8JOHN R, WILLIAM S. Optimal Auctions[ J ]. American Economic Review, 1981, (71 ) : 381 - 392.
9ROGER M. Optimal Auction Design[J]. Mathematics of Operations Research, 1981, (6) :58 - 73.
10钱敏平,龚光鲁.应用随机过程[M].北京:北京大学出版社,1997.