Option values in sequential auctions with time-varying valuations

DOI10.1007/s00182-020-00740-2zbMath1461.91134OpenAlexW3093020000MaRDI QIDQ2021787

Ron Lavi, Amir Ban

Publication date: 27 April 2021

Published in: International Journal of Game Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00182-020-00740-2

zbMATH Keywords

complete informationsequential auctionsoption valuebidding equilibrium

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

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• Sequential auctions with randomly arriving buyers
• Auctions with endogenous valuations: The snowball effect revisited
• Sequential auctions of stochastically equivalent objects
• Bounding the inefficiency of outcomes in generalized second price auctions
• Menu Auctions, Resource Allocation, and Economic Influence
• Dynamic Edgeworth-Bertrand Competition
• The Price of Anarchy in Auctions
• The declining price anomaly is not universal in multi-buyer sequential auctions (but almost is)
• Sequential auctions of endogenously valued objects
• Markov perfect equilibrium. I: Observable actions

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