AHEAD: \textit{ad hoc} electronic auction design
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Publication:6581626
DOI10.3934/fmf.2024004zbMath1546.91241MaRDI QIDQ6581626
Thibaut Mastrolia, Unnamed Author, Philippe Guillot, Mathieu Rosenbaum
Publication date: 31 July 2024
Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)
Nash equilibriummarket designmarket microstructurelimit order bookfinancial regulation\textit{ad hoc} auctionsperiodic auctions
Auctions, bargaining, bidding and selling, and other market models (91B26) Financial markets (91G15)
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