摘要
本文引入终止博弈分析,研究多空大户在期货均势市场下的投资策略,从理论上说明期货均势市场下大户不会无限制加仓的原因。并对终止博弈均衡进行分析。完善了对期货市场竞争博弈分析。
We study the investment strategy in the equipollence futures market of the investors with timing game theory, and explain theoretically the reason why the investors don＇ t unlimitedly increase their futures cash in the equipollence futures market. Then we analyze the equilibrium of timing game. That improves the analysis of futures market with competition game theory.
出处
《运筹与管理》
CSCD
2008年第5期131-134,共4页
Operations Research and Management Science
关键词
博弈论
期货
均势市场
终止博弈
均衡
game theory
futures
the equipollence futures market
timing game
equilibrium
