| 基于讨价还价博弈的壳资源交易价格确定 |
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| 引用本文： | 庄仲乔,徐思琦.基于讨价还价博弈的壳资源交易价格确定[J].西北农林科技大学学报,2011,11(6):70-74. |
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| 作者姓名： | 庄仲乔 徐思琦 |
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| 作者单位： | 中央财经大学金融学院,北京,100083 |
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| 摘 要： | 壳资源交易价格的确定是壳资源交易中最核心的问题，利用讨价还价博弈模型研究了子博弈精炼纳什均衡价格的确定问题。研究在三种情形下展开：第一种情形下，卖壳方和买壳方都只有一家，通过利用罗宾斯坦恩轮流出价模型，可以得到惟一的符合子博弈精炼纳什均衡条件的交易价格，它的取值与卖壳方的折扣因子成正比，与买壳方的折扣因子成反比。第二种情形是对第一种情形的扩展，此时卖壳方变为两个；第三种情形同样是对第一种情形的扩展，此时买壳方变为两个。在两种扩展模型中，分析了最终达成交易的两个参与方以及相应的子博弈精炼纳什均衡价格。
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| 关 键 词： | 壳资源 交易价格 讨价还价博弈 子博弈精炼纳什均衡 |
Price Determination of Shell Resources Based on Bargaining Game |
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| ZHUANG Zhong-qiao and XU Si-qi.Price Determination of Shell Resources Based on Bargaining Game[J].Journal of Northwest Sci-Tech University of Agriculture and Forestry(Social Science),2011,11(6):70-74. |
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| Authors: | ZHUANG Zhong-qiao and XU Si-qi |
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| Institution: | ZHUANG Zhong-qiao,XU Si-qi(School of Finance,Central University of Finance and Economics,Beijing 100081,China) |
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| Abstract: | The price of shell resources(SR) is the key in the transactions of SR.This paper studied the determination of the sub-game perfect Nash equilibrium price using the bargaining game model.There are three cases: one-buyer and one-seller,one-buyer and two-seller,and two-buyer and one-seller.In the first case,we achieved the unique sub-game perfect Nash equilibrium price through the use of alternate bids Robbinstann model,and proved that the price is proportional to the buyer's discount factor and inversely prop... |
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| Keywords: | shell resources price bargaining game sub-game perfect Nash equilibrium |
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