A simulation of OptiMark's electronic matching algorithm and its simple variations for institutional block trading

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Original languageEnglish
Pages (from-to)235-245
JournalDecision Support Systems
Volume36
Issue number3
Publication statusPublished - 2004
MoE publication typeA1 Journal article-refereed

    Research areas

  • auctions, behavioral experimentation, electronic trading, matching algorithms, multiagent simulation, preference estimation

ID: 3588550