金融交易中的多属性双重拍卖

Seventh IEEE International Conference on E-Commerce Technology (CEC'05) Pub Date : 2005-07-19 DOI:10.1109/ICECT.2005.61

Henner Gimpel, J. Mäkiö, Christof Weinhardt

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引用次数: 8

摘要

双边拍卖是确定标准化商品价格的常用市场机制。然而，许多交易——例如金融衍生品和债券的场外交易——需要多属性处理。为此，引入了一类连续时间多属性双竞价机制。本文概述了需求，描述了拍卖机制的类别，指出了设计方案，并讨论了在meet2trade/sup /系统中的实现。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Multi-attribute double auctions in financial trading

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 meet2trade/sup 2/ system.

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Seventh IEEE International Conference on E-Commerce Technology (CEC'05)

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