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Multi-Attribute Double Auctions in Financial Trading
Munich, Germany July 19-July 22
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ICECT.2005.61Seventh IEEE International Conference ...
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Henner Gimpel, Juho Mäkiö, Christof Weinhardt, "Multi-Attribute Double Auctions in Financial Trading," E-Commerce Technology, IEEE International Conference on, pp. 366-369, Seventh IEEE International Conference on E-Commerce Technology (CEC'05), 2005.
 
 
BibTex
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@article{ 10.1109/ICECT.2005.61,
author = {Henner Gimpel and Juho Mäkiö and Christof Weinhardt},
title = {Multi-Attribute Double Auctions in Financial Trading},
journal ={E-Commerce Technology, IEEE International Conference on},
volume = {0},
year = {2005},
issn = {1530-1354},
pages = {366-369},
doi = {http://doi.ieeecomputersociety.org/10.1109/ICECT.2005.61},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
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TY - CONF
JO - E-Commerce Technology, IEEE International Conference on
TI - Multi-Attribute Double Auctions in Financial Trading
SN - 1530-1354
SP366
EP369
A1 - Henner Gimpel,
A1 - Juho Mäkiö,
A1 - Christof Weinhardt,
PY - 2005
KW - null
VL - 0
JA - E-Commerce Technology, IEEE International Conference on
ER -
 
Henner Gimpel, University of Karlsruhe
Juho Mäkiö, University of Karlsruhe
Christof Weinhardt, University of Karlsruhe
Double-sided auctions are popular market mechanisms for determining the price of standardized commodities. However, many trades — like for example OTC¹ trades of financial derivatives and bonds — require multi-attribute handling. To this end, the class of continuous-time multiattribute double auction mechanisms is introduced. The paper outlines requirements, characterizes the class of auction mechanisms, points out design options, and discusses the implementation in the meet2trade² system.
Citation:
Henner Gimpel, Juho Mäkiö, Christof Weinhardt, "Multi-Attribute Double Auctions in Financial Trading," cec, pp.366-369, Seventh IEEE International Conference on E-Commerce Technology (CEC'05), 2005
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