CCP auction design

DOI10.1016/J.JET.2024.105826MaRDI QIDQ6537244zbMATH OpenFDO

Authors Wenqian Huang, Haoxiang Zhu

Publication date 14 May 2024

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JET.2024.105826

zbMATH Keywords

auctioncentral counterparty (CCP)default management

Mathematics Subject Classification ID

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

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Cites work

• What is the optimal trading frequency in financial markets?

Cited in

(1)

• Systemic risk in markets with multiple central counterparties

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