Functional limit theorems for a simple auction

Mathematics of Operations Research

Volumn 28, Issue 4, 2003, Pages 716-751

  Kruk, Łukasz ^a  

^a MARIA CURIE SK ODOWSKA UNIVERSITY   (Poland)

Author keywords

Auction; Fluid limit; Invariance principle; Weak convergence

Indexed keywords

DECISION THEORY; FINANCE; GAME THEORY; MARKETING; MATHEMATICAL MODELS; QUEUEING THEORY; RANDOM PROCESSES;

AUCTIONS; BIDDING; INVARIANCE PRINCIPLE; MARKET MICROSTRUCTURE; WEAK CONVERGENCE;

OPERATIONS RESEARCH;

EID: 3142666883     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.28.4.716.20519     Document Type: Article

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