Multi-attribute double auctions in financial trading

被引：1

作者：

Gimpel, H ^{[1
]}

Mäkiö, J ^{[1
]}

Weinhardt, C ^{[1
]}

机构：

[1] Univ Karlsruhe, D-76131 Karlsruhe, Germany

来源：

CEC 2005: Seventh IEEE International Conference on E-Commerce Technology, Proceedings | 2005年

关键词：

D O I：

10.1109/ICECT.2005.61

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Double-sided auctions are popular market mechanisms for determining the price of standardized commodities. However many trades - like for example OTC1 trades of financial derivatives and bonds - require multi-attribute handling. To this end, the class of continuous-time multi-attribute double auction mechanisms is introduced. The paper outlines requirements, characterizes the class of auction mechanisms, points out design options, and discusses the implementation in the meet2trade(2) system.

引用

页码：366 / 369

页数：4

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