Optimal make–take fees for market making regulation
From MaRDI portal
Publication:6078433
DOI10.1111/mafi.12295zbMath1522.91242arXiv1805.02741MaRDI QIDQ6078433
Thibaut Mastrolia, Omar El Euch, Nizar Touzi, Mathieu Rosenbaum
Publication date: 27 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.02741
stochastic controlprincipal-agent problemhigh-frequency tradingmarket makingfinancial regulationmake-take fees
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