Models for bundle trading in financial markets

Author:

Abrache Jawad,Crainic Teodor Gabriel,Gendreau Michel

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference20 articles.

1. Abrache, J., Bourbeau, B., Crainic, T.G., Gendreau, M., 2002. A New Bidding Framework for Combinatorial E-Auctions. Publication CRT-2002-19, Centre de recherche sur les transports, Université de Montréal, Canada

2. Bossaerts, P., Fine, L., Ledyard, J., 2000. Inducing Liquidity in Thin Financial Markets through Combined-Value Trading Mechanisms. Working paper, Caltech

3. A binary conflict ascending price (BICAP) mechanism for the decentralized allocation of the right to use railroads tracks;Brewer;International Journal of Industrial Organization,1996

4. Multipart pricing of public goods;Clarke;Public Choice,1971

5. The mechanics of automated trade systems;Domowitz;Journal of Financial Intermediation,1990

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