"Optimal Make-Take Fees in a Multi Market-Maker Environment."

Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum (2021)

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DOI: 10.1137/19M1277412

access: closed

type: Journal Article

metadata version: 2021-04-29

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Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum:
Optimal Make-Take Fees in a Multi Market-Maker Environment. SIAM J. Financial Math. 12(1): 446-486 (2021)

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