Philippe Bergault

From MaRDI portal
Person:5014174

Available identifiers

zbMath Open bergault.philippeMaRDI QIDQ5014174

List of research outcomes





PublicationDate of PublicationType
A Mean-Field Game of Market-Making against Strategic Traders2023-11-23Paper
On Bid and Ask Side-Specific Tick Sizes2023-11-23Paper
Mean Field Games in a Stackelberg problem with an informed major player2023-11-09Paper
Algorithmic market making in dealer markets with hedging and market impact2023-09-28Paper
Size matters for OTC market makers: General results and dimensionality reduction techniques2023-09-27Paper
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics2022-04-21Paper
Closed-form Approximations in Multi-asset Market Making2022-03-21Paper
Algorithmic market making for options2021-12-01Paper

Research outcomes over time

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