Using Priced Options to Solve the Exposure Problem in Sequential Auctions - researchr publication related

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Lonneke Mous, Valentin Robu, Han La Poutré. Using Priced Options to Solve the Exposure Problem in Sequential Auctions. In Wolfgang Ketter, Han La Poutré, Norman M. Sadeh, Onn Shehory, William E. Walsh, editors, Agent-Mediated Electronic Commerce and Trading Agent Design and Analysis - AAMAS Workshop, AMEC 2008, Estoril, Portugal, May 12-16, 2008, and AAAI Workshop, TADA 2008, Chicago, IL, USA, July 14, 2008, Revised Selected Papers. Volume 44 of Lecture Notes in Business Information Processing, pages 29-45, Springer, 2008. [doi]

The following publications are possibly variants of this publication:

Using Priced Options to Solve the Exposure Problem in Sequential AuctionsValentin Robu, Lonneke Mous, Han La Poutré. ACM Trans. Internet Techn., 12(2):5, 2012. [doi]

Can priced options solve the exposure problem in sequential auctions?Lonneke Mous, Valentin Robu, Han La PoutrÃ©. sigecom, 7(2), 2008. [doi]

Using Options with Set Exercise Prices to Reduce Bidder Exposure in Sequential AuctionsLonneke Mous, Valentin Robu, Han La Poutré. Dagstuhl 2008: [doi]

Addressing the Exposure Problem of Bidding Agents Using Flexibly Priced OptionsValentin Robu, Ioannis A. Vetsikas, Enrico H. Gerding, Nicholas R. Jennings. ecai 2010: 581-586 [doi]

Flexibly priced options: a new mechanism for sequential auction markets with complementary goodsValentin Robu, Ioannis A. Vetsikas, Enrico H. Gerding, Nicholas R. Jennings. atal 2010: 1485-1486 [doi]

Flexibly Priced Options: A New Mechanism for Sequential Auctions with Complementary GoodsValentin Robu, Ioannis A. Vetsikas, Enrico H. Gerding, Nicholas R. Jennings. amec 2012: 62-75 [doi]

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