Term | Definition |
Pmin | minimum price explored |
Pmax | maximum price explored |
Qmin | minimum quantity explored |
Qmax | Maximum quantity explored |
n | Subintervals |
m | simulated replications |
i | price index |
j | quantity index |
k | replication index |
| average profit |
s | standard deviation of profit |
ρ | percentile rank of profit |