Jean-Marc BONNISSEAU (),
Bernard Cornet and
Czarnecki, Marc-Olivier ()
Additional contact information Czarnecki, Marc-Olivier: I3M - Institut de Mathématiques et de Modélisation de Montpellier - CNRS : UMR5149 - Université Montpellier II - Sciences et Techniques du Languedoc
Abstract:
The purpose of the paper is to introduce a tighter definition for the marginal pricing rule. By means of an example, we illustrate the improvements that one gets with the new definition with respect to the former one with the Clarke's normal come.