In this letter, physical layer (PHY) security is investigated for both primary and secondary transmissions of a cognitive radio network (CRN) that is in danger of malicious attempt by an eavesdropper (ED). In our proposed system, the secondary transmitter (ST) is acted as a trusted relay (TR) for primary transmission and the PHY security is facilitated by the cooperation between the primary transmitter (PT) and the ST using the multi-level Stackelberg game. In particular, we formulate and then

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... olve the optimization problem of maximizing secrecy rates in different phases of primary and secondary transmissions. Finally, numerical examples are provided to demonstrate that the spectrum leasing based on trading secondary access for cooperation is a promising framework for enhancing secrecy rate in CRNs.