Dynamic spectrum access based on cognitive radio has been regarded as a prospective solution to improve spectrum utilization for wireless communications. By considering the allocation efficiency, fairness, and economic incentives, spectrum marketing has been attracting more and more attentions in recent years. In this thesis, we focus on one of the most effective spectrum marketing methods, i.e., auction approach, in multi-channel cognitive radio networks. After presenting some fundamentals and related works, we begin our discussion in a recall-based auction system where buyers have various service requirements and the seller could recall some sold items after the auction to deal with a sudden increase of its own demand. Both single-winner and multi-winner auctions are designed and analyzed. In addition, we also consider the heterogeneity of radio resource sellers and formulate a framework of combinatorial spectrum auction. With theoretical analyses and simulation results, we show that our proposed algorithms can improve spectrum utilization while satisfy the heterogeneous requirements of different wireless users.