Addressing the exposure problem of bidding agents using flexibly priced options

DOI10.3233/978-1-60750-606-5-581MaRDI QIDQ2999194zbMATH OpenOpenAlexFDO

Authors Valentin Robu, Ioannis A. Vetsikas, E. H. Gerding, Nicholas R. Jennings

Publication date 11 May 2011

Full work available at URL https://doi.org/10.3233/978-1-60750-606-5-581

Mathematics Subject Classification ID

Agent technology and artificial intelligence (68T42) Auctions, bargaining, bidding and selling, and other market models (91B26) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(1)

• An options-based solution to the sequential auction problem

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