A trading mechanism contingent on several indices

DOI10.1016/j.ejor.2011.03.031zbMath1218.91120OpenAlexW2075869776MaRDI QIDQ2275808

Henry Schellhorn

Publication date: 10 August 2011

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.03.031

zbMATH Keywords

market microstructurelimit orderstrading systems

Mathematics Subject Classification ID

Trade models (91B60) Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

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