Philippe Bergault
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Person:5014174
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A Mean-Field Game of Market-Making against Strategic Traders SIAM Journal on Financial Mathematics | 2023-11-23 | Paper |
| On Bid and Ask Side-Specific Tick Sizes SIAM Journal on Financial Mathematics | 2023-11-23 | Paper |
| Mean Field Games in a Stackelberg problem with an informed major player | 2023-11-09 | Paper |
| Algorithmic market making in dealer markets with hedging and market impact Mathematical Finance | 2023-09-28 | Paper |
| Size matters for OTC market makers: General results and dimensionality reduction techniques Mathematical Finance | 2023-09-27 | Paper |
| Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics SIAM Journal on Financial Mathematics | 2022-04-21 | Paper |
| Closed-form Approximations in Multi-asset Market Making Applied Mathematical Finance | 2022-03-21 | Paper |
| Algorithmic market making for options Quantitative Finance | 2021-12-01 | Paper |
Research outcomes over time
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