Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics. - Philippe Bergault; Fayçal Drissi; Olivier Guéant (SIAM J. Financial Math., 2022)

On Bid and Ask Side-Specific Tick Sizes. - Bastien Baldacci; Philippe Bergault; Joffrey Derchu; Mathieu Rosenbaum (SIAM J. Financial Math., 2023)

A Mean-Field Game of Market-Making against Strategic Traders. - Bastien Baldacci; Philippe Bergault; Dylan Possamaï (SIAM J. Financial Math., 2023)

Mean Field Games in a Stackelberg Problem with an Informed Major Player. - Philippe Bergault; Pierre Cardaliaguet; Catherine Rainer (SIAM J. Control. Optim., 2024)

A Mean Field Game between Informed Traders and a Broker. - Philippe Bergault; Leandro Sánchez-Betancourt (SIAM J. Financial Math., 2025)