Integrating market makers, limit orders, and continuous trade in prediction markets
We provide the first concrete algorithm for combining market makers and limit orders in a prediction market with continuous trade. Our mechanism is general enough to handle both bundle orders and arbitrary securities defined over combinatorial outcome spaces. We define the notion of an ϵ-fair tradin...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Association for Computing Machinery
2018
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |