596概率简单数值题short
Continuation Value Calibration 1
题目
A trader may inspect up to 4 independent candidate fills with support [2, 5, 9] and probabilities ['1/3', '1/3', '1/3']. Rejecting a fill and continuing costs 1. What first observation becomes just good enough to accept, and what is the overall optimal expected net value?
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你的答案
optimal first-round threshold
overall optimal expected net value