Philippe Bergault

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 4

Top Topics

Financial Markets

Bayesian Inference

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Philippe Bergault, Pierre Cardaliaguet, Catherine Rainer
Mean Field Games in a Stackelberg Problem with an Informed Major Player. SIAM J. Control. Optim. 62 (3) (2024)
Bastien Baldacci, Philippe Bergault, Dylan Possamaï
A Mean-Field Game of Market-Making against Strategic Traders. SIAM J. Financial Math. 14 (4) (2023)
Bastien Baldacci, Philippe Bergault, Joffrey Derchu, Mathieu Rosenbaum
On Bid and Ask Side-Specific Tick Sizes. SIAM J. Financial Math. 14 (4) (2023)
Philippe Bergault, Fayçal Drissi, Olivier Guéant
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics. SIAM J. Financial Math. 13 (1) (2022)