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. 
@article{SJVM_2005_8_2_a1,
     author = {S. S. Artem'ev and A. E. Korsun and M. A. Yakunin},
     title = {Investigation of probability characteristics for a~particular trade algorithm},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
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     publisher = {mathdoc},
     volume = {8},
     number = {2},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2005_8_2_a1/}
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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/