英文标题：
《The role of information in a two-traders market》
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作者：
F. Bagarello, E. Haven
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最新提交年份：
2014
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英文摘要：
In a very simple stock market, made by only two \\emph{initially equivalent} traders, we discuss how the information can affect the performance of the traders. More in detail, we first consider how the portfolios of the traders evolve in time when the market is \\emph{closed}. After that, we discuss two models in which an interaction with the outer world is allowed. We show that, in this case, the two traders behave differently, depending on \\textbf{i)} the amount of information which they receive from outside; and \\textbf{ii)}the quality of this information.
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中文摘要：
在一个非常简单的股票市场中，只有两个交易者，我们讨论信息如何影响交易者的表现。更详细地说，我们首先考虑当市场关闭时，交易者的投资组合是如何随时间变化的。然后，我们讨论了两个允许与外部世界相互作用的模型。我们表明，在这种情况下，两个交易者的行为不同，这取决于他们从外部收到的信息量；以及这些信息的质量。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Computational Finance 计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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