Philippe Bergault
Scholar

Philippe Bergault

Google Scholar ID: Mcs77PcAAAAJ
Maître de Conférences en Mathématiques Appliquées, Université Paris Dauphine-PSL
Mathematical financeStochastic control
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Citations & Impact
All-time
Citations
313
 
H-index
11
 
i10-index
11
 
Publications
20
 
Co-authors
7
list available
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
Background
  • Associate Professor (Maître de Conférences) in Applied Mathematics
Miscellany
  • Office: Université Paris Dauphine-PSL, P212. Email: bergault{at}ceremade.dauphine.fr
Co-authors
5 total
Olivier Guéant
Olivier Guéant
Full Professor of Applied Mathematics at Université Paris Cité
David Evangelista
David Evangelista
Postdoctoral Researcher at Fundação Getúlio Vargas
Mathieu Rosenbaum
Mathieu Rosenbaum
Ecole Polytechnique
Fayçal Drissi
Fayçal Drissi
University of Oxford
Dylan Possamaï
Dylan Possamaï
Full Professor, ETH Zürich, Mathematics