Compression Auctions With an Application to LIBOR-SOFR Swap Conversion


Compression Auctions With an Application to LIBOR-SOFR Swap Conversion is a scholarly work, published in 2018 in ''SSRN Electronic Journal''. The main subjects of the publication include Common value auction, interest rate swap, business, Libor, swap, clustered file system, foreign exchange swap, computer science, and financial economics. Author first proposed compression-auctions for this purpose in October, 2017.