597概率简单数值题short
Continuation Value Calibration 2
题目
A trader may inspect up to 3 independent candidate fills with support [1, 4, 8, 11] and probabilities ['1/4', '1/4', '1/4', '1/4']. 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
first_round_threshold
optimal_expected_net_value