Geodesic
Investigation of probability characteristics for a~particular trade algorithm
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 8 (2005) no. 2, pp. 101-108.

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We investigate probability characteristics of a random sequence which forms the total profitability for the trade algorithm based on a simple model of a price series. In the case of the model of a price series with a Gaussian distribution of profitabilities, the formulas for calculation of some probability characteristics are obtained. 
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S. S. Artem'ev; A. E. Korsun; M. A. Yakunin. Investigation of probability characteristics for a~particular trade algorithm. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 8 (2005) no. 2, pp. 101-108. http://geodesic.mathdoc.fr/item/SJVM_2005_8_2_a1/

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