The limit-price mechanism
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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CORE Discussion Papers
1992039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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CORE Discussion Papers RP
721, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Roger B. Myerson, 1984.
"Multistage Games with Communication,"
590, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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- Gale, David, 1976. "The linear exchange model," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 205-209, July.
- 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.
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