Optimal Make-Take Fees in a Multi Market-Maker Environment (Q4988548)

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scientific article; zbMATH DE number 7348559
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Optimal Make-Take Fees in a Multi Market-Maker Environment
scientific article; zbMATH DE number 7348559

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    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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