{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T12:59:35Z","timestamp":1740142775165,"version":"3.37.3"},"reference-count":0,"publisher":"Informa UK Limited","issue":"2","license":[{"start":{"date-parts":[[1997,1,1]],"date-time":"1997-01-01T00:00:00Z","timestamp":852076800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Mathematics and Decision Sciences"],"published-print":{"date-parts":[[1997,1,1]]},"abstract":"<jats:p>We model the exchange of commodities that are contingent upon each other, when traders place mostly limit orders. Examples include: 1) a market of financial futures where future spreads are also traded, 2) a market of mutual funds and stocks, 3) a market of options and stocks, under the viewpoint that they are both combinations of Arrow-Debreu securities. We prove that consistent prices are optimal. We develop a fixed-point algorithm to compute an optimal price and allocation. The algorithm combines ideas from contraction mapping theory and from homotopy theory. It is much faster than a traditional linear programming approach.<\/jats:p>","DOI":"10.1155\/s1173912697000126","type":"journal-article","created":{"date-parts":[[2007,3,8]],"date-time":"2007-03-08T07:44:28Z","timestamp":1173339868000},"page":"133-150","source":"Crossref","is-referenced-by-count":3,"title":["Combination trading with limit orders"],"prefix":"10.1080","volume":"1","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-8322-9219","authenticated-orcid":true,"given":"Henry","family":"Schellhorn","sequence":"first","affiliation":[{"name":"Oracle Corporation, 604 Arizona Avenue, Santa Monica 90401, CA, USA"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"301","container-title":["Journal of Applied Mathematics and Decision Sciences"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/archive\/1997\/860712.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/archive\/1997\/860712.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,8,8]],"date-time":"2024-08-08T14:22:53Z","timestamp":1723126973000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.hindawi.com\/journals\/ads\/1997\/860712\/abs\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1997,1,1]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1997,1,1]]}},"alternative-id":["860712"],"URL":"https:\/\/doi.org\/10.1155\/s1173912697000126","relation":{},"ISSN":["1173-9126"],"issn-type":[{"type":"print","value":"1173-9126"}],"subject":[],"published":{"date-parts":[[1997,1,1]]}}}