Search Results for author: Omar El Euch

Found 1 papers, 0 papers with code

Optimal make-take fees for market making regulation

no code implementations7 May 2018 Omar El Euch, Thibaut Mastrolia, Mathieu Rosenbaum, Nizar Touzi

We consider an exchange who wishes to set suitable make-take fees to attract liquidity on its platform.

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