# Pricing and clearing combinatorial markets with singleton and swap orders

@article{Mller2017PricingAC, title={Pricing and clearing combinatorial markets with singleton and swap orders}, author={J. M{\"u}ller and Sebastian Pokutta and A. Martin and S. Pape and A. Peter and T. Winter}, journal={Mathematical Methods of Operations Research}, year={2017}, volume={85}, pages={155-177} }

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 that permits polynomial time market-clearing and -pricing. The results are presented in the context of our main application: the futures opening auction problem. Futures contracts are an important tool to mitigate market risk and counterparty credit risk. In futures markets these contracts can be traded with varying… CONTINUE READING

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