Simple Application of Game Theory to Futures Market
Hui Liu · Yunchou yu guanli · 2003
In this article,with the game theory,we analyze the simple futures market with one large investor in long position and one in short position.Studying their strategies of complete information,incomplete information and imperfect information,we get the equilibriums,then we deduce that investors in the futures market will ally into a coalition and found the investment fond.