Bastien Baldacci

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor–Critic Approach
Operations Research
2024-03-12Paper
A Mean-Field Game of Market-Making against Strategic Traders
SIAM Journal on Financial Mathematics
2023-11-23Paper
On Bid and Ask Side-Specific Tick Sizes
SIAM Journal on Financial Mathematics
2023-11-23Paper
Governmental incentives for Green bonds investment
Mathematics and Financial Economics
2022-07-15Paper
Algorithmic market making for options
Quantitative Finance
2021-12-01Paper
Optimal make-take fees in a multi market-maker environment
SIAM Journal on Financial Mathematics
2021-05-17Paper


Research outcomes over time


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