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]
@article{BaldacciPR21,
title = {Optimal Make-Take Fees in a Multi Market-Maker Environment},
author = {Bastien Baldacci and Dylan Possamaï and Mathieu Rosenbaum},
year = {2021},
doi = {10.1137/19M1277412},
url = {https://doi.org/10.1137/19M1277412},
researchr = {https://researchr.org/publication/BaldacciPR21},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {12},
number = {1},
pages = {446-486},
}