Optimal make-take fees in a multi market-maker environment (Q4988548)
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scientific article; zbMATH DE number 7348559
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal make-take fees in a multi market-maker environment |
scientific article; zbMATH DE number 7348559 |
Statements
Optimal Make-Take Fees in a Multi Market-Maker Environment (English)
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17 May 2021
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make-take fees
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market making
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high-frequency trading
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contract theory
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financial regulation
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principal-agent problem
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multiagent problem
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stochastic control
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0.9291397929191588
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0.9223233461380004
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0.7863327264785767
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0.7466850280761719
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0.7372892498970032
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