5506金融与交易困难数值题short
Two-Round Signal Tree 1
题目
Round 1 has fill probability 0.28 and edge 0.02. If round 1 does not fill, round 2 begins. At round 2 a strong signal arrives with probability 0.4; under a strong signal the quote has fill probability 0.35 and edge 0.03, while under a weak signal the fill probability is 0.2 and edge is 0.012. What is total expected edge?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案