Pricing Options with Portfolio-Holding Trading Agents in Direct Double Auction

Sarvar Abdullaev, Peter McBurney, Katarzyna Musial. Pricing Options with Portfolio-Holding Trading Agents in Direct Double Auction. In Gal A. Kaminka, Maria Fox, Paolo Bouquet, Eyke Hüllermeier, Virginia Dignum, Frank Dignum, Frank van Harmelen, editors, ECAI 2016 - 22nd European Conference on Artificial Intelligence, 29 August-2 September 2016, The Hague, The Netherlands - Including Prestigious Applications of Artificial Intelligence (PAIS 2016). Volume 285 of Frontiers in Artificial Intelligence and Applications, pages 1754-1755, IOS Press, 2016. [doi]

Abstract

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