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

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. [doi]

Authors

Bastien Baldacci

This author has not been identified. Look up 'Bastien Baldacci' in Google

Dylan Possamaï

This author has not been identified. Look up 'Dylan Possamaï' in Google

Mathieu Rosenbaum

This author has not been identified. Look up 'Mathieu Rosenbaum' in Google