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discrete-time 1insider trading 1kyle model 1multiple insiders 1radner equilibrium 1risk aversion 1

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1 paper

q-fin.TR2026

Existence and convergence of discrete-time Kyle models with multiple insiders

Jin Choi, Kasper Larsen

The paper extends a discrete-time Kyle model to include multiple insiders with different time-preference rates but the same risk aversion, and derives conditions under which a Radn…