Funder
Agence Nationale de la Recherche
Canada Research Chairs
H2020 European Research Council
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Cited by
9 articles.
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1. On Bid and Ask Side-Specific Tick Sizes;SIAM Journal on Financial Mathematics;2023-11-09
2. A Mean-Field Game of Market-Making against Strategic Traders;SIAM Journal on Financial Mathematics;2023-10-18
3. Continuous-time incentives in hierarchies;Finance and Stochastics;2023-06-15
4. An exit contract optimization problem;ESAIM: Control, Optimisation and Calculus of Variations;2023
5. Incentivising Market Making in Financial Markets;3rd ACM International Conference on AI in Finance;2022-10-26