The limit-price mechanism

Jean-François Mertens

No 1996050, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: We extend the "double auction" mechanism to a multi-commodity setup, or alternatively Shapley's "window"-mechanism to allow for limit orders.

Date: 1996-10-01
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Journal Article: The limit-price mechanism (2003)
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