On Bid and Ask Side-Specific Tick Sizes

Bastien Baldacci, Philippe Bergault (), Joffrey Derchu and Mathieu Rosenbaum ()
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Philippe Bergault: Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres, CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Date: 2023-11-09
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Published in SIAM Journal on Financial Mathematics, 2023, 14 (4), pp.1215-1248. ⟨10.1137/21M146065X⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04320230

DOI: 10.1137/21M146065X

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