English
Related papers

Related papers: Optimal make take fees in a multi market maker env…

200 papers

In this paper we formulate a contract design problem where a primary license holder wishes to profit from its excess spectrum capacity by selling it to potential secondary users/buyers. It needs to determine how to optimally price the…

Computational Engineering, Finance, and Science · Computer Science 2012-07-30 Shang-Pin Sheng , Mingyan Liu

A principal selects a team of agents for collaborating on a joint project. The principal aims to design a revenue-optimal contract that incentivize the team of agents to exert costly effort while satisfying fairness constraints. We show…

Computer Science and Game Theory · Computer Science 2025-12-23 Matteo Castiglioni , Junjie Chen , Yingkai Li

In this paper, we study moral hazard problems in contract theory by adding an exogenous Planner to manage the actions of Agents hired by a Principal. We provide conditions ensuring that Pareto optima exist for the Agents using the…

Optimization and Control · Mathematics 2017-06-06 Thibaut Mastrolia

A mechanism is described that addresses the fundamental trade off between media producers who want to increase reach and consumers who provide attention based on the rate of utility received, and where overreach negatively impacts that…

Theoretical Economics · Economics 2024-07-23 Brian McFadden

We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…

Mathematical Finance · Quantitative Finance 2020-10-13 Ryan Donnelly , Matthew Lorig

A principal uses payments conditioned on stochastic outcomes of a team project to elicit costly effort from the team members. We develop a multi-agent generalization of a classic first-order approach to contract optimization by leveraging…

Theoretical Economics · Economics 2026-03-13 Krishna Dasaratha , Benjamin Golub , Anant Shah

We suggest a framework to determine optimal trading fees for constant function market makers (CFMMs) in order to maximize liquidity provider returns. In a setting of multiple competing liquidity pools, we show that no race to the bottom…

Computer Science and Game Theory · Computer Science 2023-10-30 Robin Fritsch , Roger Wattenhofer

A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset to maximize the expected utility of the round-trip profit net of transaction costs. The optimization…

Mathematical Finance · Quantitative Finance 2022-10-26 Alex S. L. Tse , Harry Zheng

We initiate the study of online contracts, which integrate the game-theoretic considerations of economic contract theory, with the algorithmic and informational challenges of online algorithm design. Our starting point is the classic online…

Computer Science and Game Theory · Computer Science 2026-02-10 Elad Lavi , Hadas Shachnai , Inbal Talgam-Cohen

In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions…

Computer Science and Game Theory · Computer Science 2022-07-14 Alon Cohen , Moran Koren , Argyrios Deligkas

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

In this work we study the optimal execution problem with multiplicative price impact in algorithm trading, when an agent holds an initial position of shares of a financial asset. The inter-selling-decision times are modelled by the arrival…

Mathematical Finance · Quantitative Finance 2018-05-04 Daniel Hernández-Hernández , Harold A. Moreno-Franco , José Luis Pérez

Firms have access to abundant data on market participants. They use these data to target contracts to agents with specific characteristics, and describe these contracts in opaque terms. In response to such practices, recent proposed…

Theoretical Economics · Economics 2023-02-01 Andreas Haupt , Zoe Hitzig

A prevalent market structure in the Internet economy consists of buyers and sellers connected by a platform (such as Amazon or eBay) that acts as an intermediary and keeps a share of the revenue of each transaction. While the optimal…

Computer Science and Game Theory · Computer Science 2014-09-10 Rad Niazadeh , Yang Yuan , Robert D. Kleinberg

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

Computer Science and Game Theory · Computer Science 2014-03-05 Jinli Hu , Amos Storkey

To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and…

Trading and Market Microstructure · Quantitative Finance 2014-11-25 Rama Cont , Arseniy Kukanov

In most OTC markets, a small number of market makers provide liquidity to other market participants. More precisely, for a list of assets, they set prices at which they agree to buy and sell. Market makers face therefore an interesting…

Trading and Market Microstructure · Quantitative Finance 2022-09-22 Philippe Bergault , Olivier Guéant

While the success of large language models (LLMs) increases demand for machine-generated text, current pay-per-token pricing schemes create a misalignment of incentives known in economics as moral hazard: Text-generating agents have strong…

Computer Science and Game Theory · Computer Science 2025-06-13 Eden Saig , Ohad Einav , Inbal Talgam-Cohen

The main purpose of this paper is to formalize the modelling process, analysis and mathematical definition of corruption when entering into a contract between principal agent and producers. The formulation of the problem and the definition…

Economics · Quantitative Finance 2018-04-25 Oleg Malafeyev , Olga Koroleva , Dmitriy Prusskiy , Olga Zenovich

Market making of options with different maturities and strikes is a challenging problem due to its highly dimensional nature. In this paper, we propose a novel approach that combines a stochastic policy and reinforcement learning-inspired…

Trading and Market Microstructure · Quantitative Finance 2025-03-12 Zhou Fang , Haiqing Xu