Optimal auction duration : a price formation viewpoint
Jusselin Paul, Mastrolia Thibaut, Rosenbaum Mathieu
| Year of publication: |
2021
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|---|---|
| Authors: | Paul, Jusselin ; Thibaut, Mastrolia ; Mathieu, Rosenbaum |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 6, p. 1734-1745
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| Subject: | Nash equilibrium | auctions | BSDEs | continuous trading | limit order books | market design | market making | microstructure | Auktionstheorie | Auction theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Nash-Gleichgewicht | Börse | Bourse | Mechanismus-Design-Theorie | Mechanism design |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2113 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815718