The limit-price mechanism

Mertens, Jean-François
(2003) Journal of Mathematical Economics — Vol. 39, n° 5-6, p. 433-528 (2003)

Files

pdfdocument.pdf
  • Restricted Access
  • Adobe PDF
  • 732.23 KB
Request a copy

Details

Authors
  • Mertens, Jean-FrançoisUCLouvain
    Author
Abstract
We provide a market mechanism that extends the double auctions to a fully symmetric multi-commodity setup, or equivalently, that extends Shapley's "windows" model to allow in addition for limit orders as opposed to just market orders. (C) 2003 Published by Elsevier Science B.V.
Affiliations

Citations

  • APA
  • Chicago
  • FWB

Mertens, J.-F. (2003). The limit-price mechanism. Journal of Mathematical Economics, 39(5-6), 433-528. https://doi.org/10.1016/S0304-4068(03)00015-6 (Original work published 2003)