The role of varying risk attitudes in an auction with a buyout option
From MaRDI portal
Publication:818534
DOI10.1007/s00199-004-0571-8zbMath1108.91028MaRDI QIDQ818534
Timothy Mathews, Brett Katzman
Publication date: 21 March 2006
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-004-0571-8
91A80: Applications of game theory
91B26: Auctions, bargaining, bidding and selling, and other market models
Related Items
Price of Anarchy for Mechanisms with Risk-Averse Agents, Rejection prices and an auctioneer with non-monotonic utility, Internet auctions with a temporary buyout option, An experimental study of auctions with a buy price under private and common values, The buy price in auctions with discrete type distributions, Auctions with a buy price, Optimal sale across venues and auctions with a buy-now option, Auctions with a buy price: the case of reference-dependent preferences, The impact of the irrelevant: temporary buy-options and bidding behavior in auctions, Auctions with an asking price, Revenue in first-price auctions with a buy-out price and risk-averse bidders, Competition in online markets with auctions and posted prices, A note on buyers' behavior in auctions with an outside option, On the strictly descending multi-unit auction, On-Demand or Spot? Selling the Cloud to Risk-Averse Customers, BIDDER WELFARE IN AN AUCTION WITH A BUYOUT OPTION
