Optimal make-take fees in a multi market-maker environment

Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum

Open source

DOI
10.1137/19m1277412
Published
2021-01
Container
SIAM Journal on Financial Mathematics
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1137/19m1277412,
  title = {Optimal make-take fees in a multi market-maker environment},
  author = {Bastien Baldacci and Dylan Possamaï and Mathieu Rosenbaum},
  year = {2021},
  journal = {SIAM Journal on Financial Mathematics},
  doi = {10.1137/19m1277412},
  url = {https://doi.org/10.1137/19m1277412}
}

RIS

TY  - JOUR
TI  - Optimal make-take fees in a multi market-maker environment
AU  - Bastien Baldacci
AU  - Dylan Possamaï
AU  - Mathieu Rosenbaum
PY  - 2021
JO  - SIAM Journal on Financial Mathematics
DO  - 10.1137/19m1277412
UR  - https://doi.org/10.1137/19m1277412
ER  - 

APA

Baldacci, B., Possamaï, D., & Rosenbaum, M. (2021). Optimal make-take fees in a multi market-maker environment. SIAM Journal on Financial Mathematics. https://doi.org/10.1137/19m1277412

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