A dominant strategy double clock auction with estimation-based tâtonnement

DOI10.3982/TE3311zbMATH Open1475.91114OpenAlexW3012270700MaRDI QIDQ5164520FDOQ5164520

Authors: Simon Loertscher, Claudio Mezzetti 

Publication date: 11 November 2021

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te3311

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zbMATH Keywords

VCG mechanismprivacy preservationindividual rationalitymultidimensional typesreserve pricesdominant strategy mechanismsdeficit freedouble clock auctions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Mechanism design theory (91B03)

Cited In (6)

• Double auctions with no-loss constrained traders
• Double auction with interdependent values: incentives and efficiency
• Asymptotically optimal prior-free clock auctions
• A dominant-strategy asset market mechanism
• Asymptotically optimal prior-free asset market mechanisms
• The deficit on each trade in a Vickrey double auction is at least as large as the Walrasian price gap

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