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

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Authors: Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum

Journal title: SIAM Journal on Financial Mathematics

Journal number: 12/1

Journal publisher: Society for Industrial and Applied Mathematics Publications

Published year: 2021

Published pages: 446-486

DOI identifier: 10.1137/19m1277412

ISSN: 1945-497X