Optimal Make-Take Fees in a Multi Market-Maker Environment

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Publication:4988548

DOI10.1137/19M1277412zbMath1465.91105arXiv1907.11053MaRDI QIDQ4988548

Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum

Publication date: 17 May 2021

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.11053




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