Optimal make–take fees for market making regulation

Summary

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Authors: Omar El Euch, Thibaut Mastrolia, Mathieu Rosenbaum, Nizar Touzi

Journal title: Mathematical Finance

Journal number: 31/1

Journal publisher: Blackwell Publishing Inc.

Published year: 2021

Published pages: 109-148

DOI identifier: 10.1111/mafi.12295

ISSN: 0960-1627