AHEAD: <i>Ad hoc</i> electronic auction design

Article Properties
  • DOI (url)
    10.3934/fmf.2024004
  • Publication Date
    2024/01/01
  • Journal
    Frontiers of Mathematical Finance
  • Indian UGC (journal)
  • Refrences
    43
  • Joffrey Derchu
  • Philippe Guillot Autorité des Marchés Financiers, France
  • Thibaut Mastrolia UC Berkeley, Industrial Engineering & Operations Research Department, USA
  • Mathieu Rosenbaum École Polytechnique, CMAP, France
Cite
Derchu, Joffrey, et al. “AHEAD: <i>Ad hoc< i> Electronic Auction Design”. Frontiers of Mathematical Finance, 2024, pp. 0-0, https://doi.org/10.3934/fmf.2024004.
Derchu, J., Guillot, P., Mastrolia, T., & Rosenbaum, M. (2024). AHEAD: <i>Ad hoc</i> electronic auction design. Frontiers of Mathematical Finance, 0-0. https://doi.org/10.3934/fmf.2024004
Derchu, Joffrey, Philippe Guillot, Thibaut Mastrolia, and Mathieu Rosenbaum. “AHEAD: <i>Ad hoc< i> Electronic Auction Design”. Frontiers of Mathematical Finance, 2024, 0-0. https://doi.org/10.3934/fmf.2024004.
Derchu J, Guillot P, Mastrolia T, Rosenbaum M. AHEAD: <i>Ad hoc</i> electronic auction design. Frontiers of Mathematical Finance. 2024;:0-.
Refrences
Title Journal Journal Categories Citations Publication Date
10.1007/978-3-319-58920-6
Optimal Auction Duration: A Price Formation Viewpoint SSRN Electronic Journal 2 2019
Optimal Make-Take Fees for Market Making Regulation SSRN Electronic Journal 4 2018
10.1007/978-1-4614-4286-8
Quantifying the High-Frequency Trading “Arms Race”: A Simple New Methodology and Estimates SSRN Electronic Journal 12 2020