Bastien Baldacci

According to our database, Bastien Baldacci authored at least 4 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

A Mean-Field Game of Market-Making against Strategic Traders.

Bastien Baldacci, Philippe Bergault, Dylan Possamaï

SIAM J. Financial Math., December, 2023

On Bid and Ask Side-Specific Tick Sizes.

Bastien Baldacci, Philippe Bergault, Joffrey Derchu, Mathieu Rosenbaum

SIAM J. Financial Math., December, 2023

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

Oper. Res., March, 2023

2021

Optimal Make-Take Fees in a Multi Market-Maker Environment.

Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum

SIAM J. Financial Math., 2021