Analysis of an Economic Option Market based on Parimutuel Auctions

Abstract

In this paper we study a method to implement economic option markets with parimutuel digital auctions pricing with linear programming techniques. This kind of auctions have represented a breakthrough in the financial domain over the last few years, since they have many positive features that provide agents with basic tools to hedge against risk on… (More)

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Cite this paper

@inproceedings{Barrau2006AnalysisOA, title={Analysis of an Economic Option Market based on Parimutuel Auctions}, author={Galo Nuno Barrau and Adam de la Zerda and Jianlin Wang and Victor Montiel}, year={2006} }