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Chapter
Simulation of Sequential Auction Markets Using Priced Options to Reduce Bidder Exposure
This paper studies the benefits of using priced options for solving the exposure problem that bidders with valuation synergies face in sequential auctions. We consider a model in which complementary-valued ite...
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Chapter and Conference Paper
Using Priced Options to Solve the Exposure Problem in Sequential Auctions
This paper studies the benefits of using priced options for solving the exposure problem that bidders with valuation synergies face when participating in multiple, sequential auctions. We consider a model in w...