IV
Ioannis A. Vetsikas
5 records found
1
Authored
Agent-mediated electronic commerce
Designing trading strategies and mechanisms for electronic markets
Flexibly priced options
A new mechanism for sequential auctions with complementary goods
In this paper we present a novel option pricing mechanism for reducing the exposure problem encountered by bidders with complementary valuations when participating in sequential, second-price auction markets. Existing option pricing models have two main drawbacks: they either app
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In this paper we introduce a new option pricing mechanism for reducing the exposure problem encountered by bidding agents with complementary valuations when participating in sequential, second-price auction markets. Existing option pricing models have two main drawbacks: they eit
...