Philippe Bergault

According to our database, Philippe Bergault authored at least 4 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Mean Field Games in a Stackelberg Problem with an Informed Major Player.

Philippe Bergault, Pierre Cardaliaguet, Catherine Rainer

SIAM J. Control. Optim., 2024

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

2022

Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics.

Philippe Bergault, Fayçal Drissi, Olivier Guéant

SIAM J. Financial Math., 2022