Pricing and clearing combinatorial markets with singleton and swap orders : efficient algorithms for the futures opening auction problem
Johannes C. Müller, Sebastian Pokutta, Alexander Martin, Susanne Pape, Andrea Peter, Thomas Winter
| 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
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| Subject: | Equilibrium problems | Hierarchical objectives | Linear programming | Network flows | Combinatorial auctions | Futures exchanges | Auktionstheorie | Auction theory | Mathematische Optimierung | Mathematical programming | Auktion | Auction | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-016-0555-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714408