Models for bundle trading in financial markets

DOI10.1016/J.EJOR.2003.06.022zbMATH Open1067.90094OpenAlexW2036484780MaRDI QIDQ1887868FDOQ1887868

Teodor Gabriel Crainic, Jawad Abrache, Michel Gendreau

Publication date: 22 November 2004

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

Full work available at URL: https://cirano.qc.ca/files/publications/2002s-84.pdf

zbMATH Keywords

Financial marketsAuction designBundle tradingDiscrimination procedures

Mathematics Subject Classification ID

Marketing, advertising (90B60)

Cites Work

• Computationally manageable combinational auctions
• Incentives in Teams
• A new bidding framework for combinatorial e-auctions
• Title not available (Why is that?)

Cited In (5)

• Combinatorial auctions
• Specification and execution of composite trading activities
• Title not available (Why is that?)
• An effective discrete dynamic convexized method for solving the winner determination problem
• Mathematical modelling of system trade in currencies, shares, and financial futures

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