Mathematics for Economists

(Greg DeLong) #1

Homework


(^1) Calculate the optimal strategy for stock selling ifT=4,r=0 and
the distribution of the price is the uniform distribution on[ 0 , 1 ].
(^2) Calculate the optimal strategy for stock selling ifT=4,r=0 and
the distribution of the price is the uniform distribution on[ 0 , 2 ].
(^3) Calculate the optimal strategy for stock selling ifT= 3 ,r=1 and
the distribution of the price is the distribution of the dice rolling.
(^4) Calculate the optimal strategy for buying a stock ifT=4 and the
distribution of the price is the uniform distribution on[ 0 , 1 ].

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