DocumentCode :
2280552
Title :
Multi-attribute double auctions in financial trading
Author :
Gimpel, Henner ; Mäkiö, Juho ; Weinhardt, Christof
Author_Institution :
Inf. Manage. & Syst., Karlsruhe Univ., Germany
fYear :
2005
fDate :
19-22 July 2005
Firstpage :
366
Lastpage :
369
Abstract :
Double-sided auctions are popular market mechanisms for determining the price of standardized commodities. However, many trades - like for example OTC 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 meet2trade2 system.
Keywords :
electronic commerce; electronic trading; financial management; continuous-time multi-attribute double auction; double-sided auctions; financial trading; meet2trade2 system; Books; Consumer electronics; Contracts; Game theory; Information management; Instruments; Mechanical factors; Paper technology; Procurement;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
E-Commerce Technology, 2005. CEC 2005. Seventh IEEE International Conference on
Print_ISBN :
0-7695-2277-7
Type :
conf
DOI :
10.1109/ICECT.2005.61
Filename :
1524066
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2280552
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