36 search results - page 1 / 8 » The effects of market-making on price dynamics |
TON
2002
13 years 4 months ago
2002
We consider a communication network with fixed routing that can accommodate multiple service classes, differing in bandwidth requirements, demand pattern, call duration, and routin...
JUCS
2008
13 years 4 months ago
2008
Abstract: Nowadays, in the markets of broadband access services, traditional contracts are of "static" type. Customers buy the right to use a specific amount of resources...
ATAL
2008
Springer
13 years 6 months ago
2008
Springer
This paper studies price properties in continuous double-auction markets in the presence of marketmakers, agents with special responsibilities for maintaining liquidity and orderl...
CI
2007
13 years 4 months ago
2007
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
CDC
2010
IEEE
12 years 8 months ago
2010
IEEE
— The paper proposes a mathematical model for the dynamic evolution of supply, demand, and clearing prices under a class of real-time pricing mechanisms characterized by passing ...