July 19, 2005 to July 22, 2005
Henner Gimpel , University of Karlsruhe
Juho Mäkiö , University of Karlsruhe
Christof Weinhardt , University of Karlsruhe
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ICECT.2005.61
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.
Henner Gimpel, Juho Mäkiö, Christof Weinhardt, "Multi-Attribute Double Auctions in Financial Trading", CEC, 2005, Seventh IEEE International Conference on E-Commerce Technology (CEC'05), Seventh IEEE International Conference on E-Commerce Technology (CEC'05) 2005, pp. 366-369, doi:10.1109/ICECT.2005.61