Pricing and clearing combinatorial markets with singleton and swap orders : efficient algorithms for the futures opening auction problem
Year of publication: |
April 2017
|
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Authors: | Müller, Johannes C. ; Pokutta, Sebastian ; Martin, Alexander ; Pape, Susanne ; Peter, Andrea ; Winter, Thomas |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 85.2017, 2, p. 155-177
|
Subject: | Equilibrium problems | Hierarchical objectives | Linear programming | Network flows | Combinatorial auctions | Futures exchanges | Auktionstheorie | Auction theory | Mathematische Optimierung | Mathematical programming |
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