A Combinatorial Auction with Equilibrium Price Selection
Financial markets use auctions to provide accurate liquidity snapshots for traded instruments. Combination orders, such as time spreads require the atomic trading of more than one security contract. In order to auction such complex order types, a new design, which considers all contingent instrument...
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| Format: | Others |
| Language: | English |
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KTH, Skolan för informations- och kommunikationsteknik (ICT)
2015
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-177495 |