经济数学Issue(2)：49-54,6.
具有不完全信息的内部交易动态博弈
Insider Dealing with Incomplete Information and Dynamic Game
摘要
Abstract
Based on the assumption of linear equilibrium correction model of Kyle,according to the insider has only know the value of the assets is incomplete information,establish transaction two risk averse internal game model,and obtains the Kobo Nash equilibrium solution of the model.It is found that the value of the assets is not complete information on the de-gree of interference noise smaller market (fluctuation degree smaller),the more conducive to the internal traders profit;insider trading more active;trading equilibrium price contains more information of asset value.关键词
内部交易/不完全信息/线性均衡/子博弈纳什均衡/市场深度Key words
internal transaction/incomplete information/linear equalization/sub game Nash equilibrium/market depth引用本文复制引用
左西子,赵人可,彭朝晖,李应求,李虎伟..具有不完全信息的内部交易动态博弈[J].经济数学,2014,(2):49-54,6.基金项目
国家自然科学基金项目(11171044)和湖南省自然科学基金资助项目(11JJ2001),长沙理工大学2013年“大学生创新性实验计划”项目 （11171044）
