Market making and incentives design in the presence of a dark pool : a Stackelberg actor-critic approach
Bastien Baldacci, Iuliia Manziuk, Thibaut Mastrolia, Mathieu Rosenbaum
| Year of publication: |
2023
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|---|---|
| Authors: | Baldacci, Bastien ; Manziuk, Iuliia ; Mastrolia, Thibaut ; Rosenbaum, Mathieu |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 2, p. 727-749
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| Subject: | actor–critic method | dark pools | deep reinforcement learning | Financial Engineering | make–take fees | market making | principal–agent problem | regulation | stochastic control | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Financial engineering | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014308635