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1. 1. A Combinatorial Auction with Equilibrium Price Selection

   University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

   Author : Kiril Videlov; [2015]
   Keywords : Combinatorial auction; Equilibrium price; Discrete optimization;

   Abstract : 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 instruments simultaneously, is required. READ MORE