The Limit-Price Mechanism.

We extend the "double auction" mechanism to a multi-commodity setup, or alternatively Shapley's "window"-mechanism to allow for limit orders.

Year of publication:	1996
Authors:	Mertens, J-F
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	AUCTIONS

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	96 pages
Classification:	D44 - Auctions
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005633985