Investment Math edited untitled.md  almost 8 years ago

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\[V(p)=p^{-\pi}\exp(2\pi(p-1)),\, p < 1,\]  \[V(p)=p^{\pi},\, p \geq 1.\]  The trading function is obtained by differentiation as usual:  \[n(p)=\pi(-1+2p)p^{-\pi-1}\exp(2\pi(p-1)),\, \[n(p)=\pi (-1+2p)p^{-\pi-1}\exp(2\pi(p-1)),\,  p < 1,\] \[n(p)=\pi p^{\pi-1},\, p \geq 1.\]