The Feasibility of an Index-Contingent Trading Mechanism

DOI10.1287/MNSC.43.1.112MaRDI QIDQ4367225zbMATH OpenOpenAlexFDO

Authors Avi Wohl

Publication date 25 November 1997

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.43.1.112

zbMATH Keywords

index-contingent trading systemstock exchanges

Mathematics Subject Classification ID

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

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(2)

• A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms
• A trading mechanism contingent on several indices

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