THE FORMULATION AND SOLUTION OF SOME PROBLEMS OF THE THEORY OF INVESTMENT WITH OCCASIONAL PRIVATE BENEFITS

Y.D. Gelrud & O.V. Loginovskiy
The article discusses an alternative investment model with given probabilities of investment success and with a random distribution function of the benefits from them. A number of problems are formulated that most often arise when using this mathematical model. Submitted and solved the problem of finding the threshold for a given contract. As a result, it is shown that it is necessary to establish the value of the investment slightly higher than the threshold from...
1 citation reported since publication in 2019.
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