Thibaut Mastrolia

Ecole Polytechnique, Palaiseau - CMAP CNRS-UMR 7641 and Ecole Polytechnique

Route de Saclay

Palaiseau, 91128

France

SCHOLARLY PAPERS

2

DOWNLOADS

76

CITATIONS

1

Scholarly Papers (2)

1.

Optimal Make-Take Fees for Market Making Regulation

Number of pages: 35 Posted: 22 May 2018
Omar El Euch, Thibaut Mastrolia, Mathieu Rosenbaum and Nizar Touzi
Ecole Polytechnique, Paris, Ecole Polytechnique, Palaiseau - CMAP CNRS-UMR 7641 and Ecole Polytechnique, Ecole Polytechnique, Palaiseau and Ecole Polytechnique, Paris
Downloads 49 (389,281)
Citation 1

Abstract:

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Make-take fees, market making, financial regulation, high-frequency trading, principal-agent problem, stochastic control

2.

Optimal Auction Duration: A Price Formation Viewpoint

Number of pages: 42 Posted: 28 Jun 2019
Paul Jusselin, Thibaut Mastrolia and Mathieu Rosenbaum
Ecole Polytechnique, Palaiseau, Ecole Polytechnique, Palaiseau - CMAP CNRS-UMR 7641 and Ecole Polytechnique and Ecole Polytechnique, Palaiseau
Downloads 27 (479,452)

Abstract:

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Microstructure, Market Design, Auctions, Limit Order Book, Continuous Trading, Market Making, Nash Equilibrium, BSDES