Philippe Bergault
Scholar

Philippe Bergault

Google Scholar ID: Mcs77PcAAAAJ
Maître de Conférences en Mathématiques Appliquées, Université Paris Dauphine-PSL
Mathematical financeStochastic control
Homepage↗Google Scholar↗
Citations & Impact
All-time
Citations
313
 
H-index
11
 
i10-index
11
 
Publications
20
 
Co-authors
7
list available
Contact
No contact links provided.
Publications
7 items
Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
2026
Cited
0
Competition and Incentives in a Shared Order Book
2025
Cited
0
Optimal Exit Time for Liquidity Providers in Automated Market Makers
2025
Cited
0
Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market
2025
Cited
0
Optimal Quoting under Adverse Selection and Price Reading
2025
Cited
0
Optimal Fees for Liquidity Provision in Automated Market Makers
2025
Cited
0
Optimal hedging of an informed broker facing many traders
2025
Cited
0
Resume (English only)
Background
  • Associate Professor (Maître de Conférences) in Applied Mathematics
Miscellany
  • Office: Université Paris Dauphine-PSL, P212. Email: bergault{at}ceremade.dauphine.fr
Co-authors
7 total
Olivier Guéant
Olivier Guéant
Full Professor of Applied Mathematics at Université Paris Cité
Co-author 2
Co-author 2
Co-author 3
Co-author 3
David Evangelista
David Evangelista
Postdoctoral Researcher at Fundação Getúlio Vargas
Mathieu Rosenbaum
Mathieu Rosenbaum
Ecole Polytechnique
Co-author 6
Co-author 6
Dylan Possamaï
Dylan Possamaï
Full Professor, ETH Zürich, Mathematics