An options-based solution to the sequential auction problem

DOI10.1016/J.ARTINT.2009.01.002zbMATH Open1188.91081OpenAlexW2100610798MaRDI QIDQ835835FDOQ835835

Authors: Adam I. Juda, David C. Parkes 

Publication date: 31 August 2009

Published in: Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:3967323

Recommendations

• Option values in sequential auctions with time-varying valuations
• Addressing the exposure problem of bidding agents using flexibly priced options
• Sequential auctions with randomly arriving buyers
• Sequential auctions and externalities
• Ordering sellers in sequential auctions

zbMATH Keywords

optionspreferencesstrategyproofnesscoordination problemsdynamic auctionselectronic marketsproxy agents

Mathematics Subject Classification ID

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

Cites Work

• The pricing of options and corporate liabilities
• Clique is hard to approximate within \(n^{1-\epsilon}\)
• Computationally manageable combinational auctions
• Incentives in Teams
• An efficient dynamic mechanism
• Combinatorial auctions. Foreword by Vernon L. Smith.
• Algorithm for optimal winner determination in combinatorial auctions
• The effect of false-name bids in combinatorial auctions: new fraud in internet auctions.
• Online mechanisms
• The communication requirements of efficient allocations and supporting prices
• Ascending price Vickrey auctions for general valuations
• Competitive analysis of incentive compatible on-line auctions
• Internet auctions with many traders
• Chain: a dynamic double auction framework for matching patient agents
• Title not available (Why is that?)
• Leveled commitment contracts and strategic breach

Cited In (6)

• Option values in sequential auctions with time-varying valuations
• Addressing the exposure problem of bidding agents using flexibly priced options
• Optimal bidding in auctions from a game theory perspective
• Prior-free online mechanisms for queueing with arrivals
• Preference-based English reverse auctions
• On the choice of obtaining and disclosing the common value in auctions

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