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O wykorzystaniu modelu dwumianowego do optymalizacji strategii sprzedaży zboża
| Content Provider | Semantic Scholar |
|---|---|
| Author | Kocinski, Marek |
| Copyright Year | 2018 |
| Abstract | In the article the problem of the optimal choice of the moment of selling the grain is considered when the grain price is characterized by volatility and there is the costs of storing the grain. To solve the problem of maximizing the difference between the amount obtained for the grain sale and the cost of storing the grain a binomial model was used to describe the dynamics of the grain price. The theoretical results of the paper were applied to the numerical calculations. In the optimization of selling the grain, the strategy with the random selling moment may be signifi cantly better than the strategy with the deterministic selling time. |
| Starting Page | 69 |
| Ending Page | 79 |
| Page Count | 11 |
| File Format | PDF HTM / HTML |
| DOI | 10.22630/eiogz.2018.123.22 |
| Alternate Webpage(s) | http://sj.wne.sggw.pl/pdf/EIOGZ_2018_n123_s69.pdf |
| Alternate Webpage(s) | https://doi.org/10.22630/eiogz.2018.123.22 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
