I*****J
发帖数: 10 | 1 A company has a value V which is uniformly distributed between 0 and 1. You
are planning to place a bid B for the company. If B is smaller than V, then
your bid loses and you get nothing; if B is larger than V, you get to
purchase the company at price B, and the company will end up being worth 1.5
* V. What price B should you bid to maximize your profit? | w****r
发帖数: 204 | | x**y
发帖数: 10012 | 3 ft...
【在 w****r 的大作中提到】
: zero.
| d*j
发帖数: 13780 | 4 too old ... from Jane street?
check heard on the street | m****s
发帖数: 1481 | 5 expected profit:
int_0^B(1.5v-B)dv+int_B^1(-B)dv
=0.75B^2-B
maximum of this for B=[0,1] is zero, when B=0. | f****e
发帖数: 78 | 6 3/8 ?
【在 m****s 的大作中提到】
: expected profit:
: int_0^B(1.5v-B)dv+int_B^1(-B)dv
: =0.75B^2-B
: maximum of this for B=[0,1] is zero, when B=0.
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