Sökning: "Kiril Videlov"

Hittade 1 uppsats innehållade orden Kiril Videlov.

  1. 1. A Combinatorial Auction with Equilibrium Price Selection

    Master-uppsats, KTH/Skolan för informations- och kommunikationsteknik (ICT)

    Författare :Kiril Videlov; [2015]
    Nyckelord :Combinatorial auction; Equilibrium price; Discrete optimization;

    Sammanfattning : Financial markets use auctions to provide accurate liquidity snapshots for traded instruments. Combination orders, such as time spreads require the atomic trading of more than one security contract. In order to auction such complex order types, a new design, which considers all contingent instruments simultaneously, is required. LÄS MER