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We consider an exchange who wishes to set suitable make-take fees to attract liquidity on its platform.
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R. Riordan and A. Park · 2012
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M. Brolley and K. Malinova · 2013
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J. Cvitanic and J. Zhang · 2013
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C.-A. Lehalle and S. Laruelle · 2013
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F. Abergel, C.-A. Lehalle, and M. Rosenbaum · 2014
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J. Cvitanić, D. Possamaï, and N. Touzi · 2015
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Large tick assets: implicit spread and optimal tick size
K. Dayri and M. Rosenbaum · 2015
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