most citedPricing and clearing combinatorial markets with singleton and swap orders: Efficient algorithms for the futures opening auction problem

8 citations · 8 across the 1 of their papers we have counts for

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1 paper

math.OC2014★ 8 cited

Pricing and clearing combinatorial markets with singleton and swap orders: Efficient algorithms for the futures opening auction problem

Johannes C. Müller, Sebastian Pokutta, Alexander Martin +3

In this article we consider combinatorial markets with valuations only for singletons and pairs of buy/sell-orders for swapping two items in equal quantity. We provide an algorithm…