• DocumentCode
    2280552
  • Title

    Multi-attribute double auctions in financial trading

  • Author

    Gimpel, Henner ; Mäkiö, Juho ; Weinhardt, Christof

  • Author_Institution
    Inf. Manage. & Syst., Karlsruhe Univ., Germany
  • fYear
    2005
  • fDate
    19-22 July 2005
  • Firstpage
    366
  • Lastpage
    369
  • Abstract
    Double-sided auctions are popular market mechanisms for determining the price of standardized commodities. However, many trades - like for example OTC trades of financial derivatives and bonds - require multi-attribute handling. To this end, the class of continuous-time multi-attribute 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.
  • Keywords
    electronic commerce; electronic trading; financial management; continuous-time multi-attribute double auction; double-sided auctions; financial trading; meet2trade2 system; Books; Consumer electronics; Contracts; Game theory; Information management; Instruments; Mechanical factors; Paper technology; Procurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    E-Commerce Technology, 2005. CEC 2005. Seventh IEEE International Conference on
  • Print_ISBN
    0-7695-2277-7
  • Type

    conf

  • DOI
    10.1109/ICECT.2005.61
  • Filename
    1524066
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2280552