Optimal make–take fees for market making regulation (Q6078433)

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scientific article; zbMATH DE number 7742854
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Optimal make–take fees for market making regulation
scientific article; zbMATH DE number 7742854

    Statements

    Optimal make–take fees for market making regulation (English)
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    27 September 2023
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    financial regulation
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    high-frequency trading
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    market making
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    make-take fees
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    principal-agent problem
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    stochastic control
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