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The limit-price mechanism

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  • MERTENS , Jean-François

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

Abstract

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

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Bibliographic Info

Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1996050.

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Date of creation: 01 Oct 1996
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Handle: RePEc:cor:louvco:1996050

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Postal: Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium)
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Web page: http://www.uclouvain.be/core
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References

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  1. Shapley, Lloyd S & Shubik, Martin, 1977. "Trade Using One Commodity as a Means of Payment," Journal of Political Economy, University of Chicago Press, vol. 85(5), pages 937-68, October.
  2. Dubey, Pradeep & Sahi, Siddhartha, 2003. "Price-mediated trade with quantity signals: an axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 377-389, July.
  3. Forges, F., 1984. "An approach to communication equilibria," CORE Discussion Papers 1984035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. DHILLON, Amrita & MERTENS, Jean-François, 1992. "Perfect correlated equilibria," CORE Discussion Papers 1992039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Myerson, Roger B, 1986. "Multistage Games with Communication," Econometrica, Econometric Society, vol. 54(2), pages 323-58, March.
  6. Danilov, V. I. & Sotskov, A. I., 1990. "A generalized economic equilibrium," Journal of Mathematical Economics, Elsevier, vol. 19(4), pages 341-356.
  7. Mas-Colell, Andreu, 1989. "An equivalence theorem for a bargaining set," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 129-139, April.
  8. Wilson, Robert, 1992. "Strategic analysis of auctions," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 1, chapter 8, pages 227-279 Elsevier.
  9. Gale, David, 1976. "The linear exchange model," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 205-209, July.
  10. McLennan, Andrew, 1989. "The Space of Conditional Systems is a Ball," International Journal of Game Theory, Springer, vol. 18(2), pages 125-39.
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