2 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.MF2026
An Infinite-Dimensional Insider Trading Game
Christian Keller, Michael C. Tseng
We generalize the seminal framework of Kyle (1985) to a many-asset setting, bridging the gap between informed-trading theory and modern trading practices. Specifically, we formulat…
econ.GN2023★ 2 cited
Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives
Christian Keller, Michael C. Tseng
We study price discovery in a model where an informed agent has arbitrary private information about state probabilities and trades state-contingent claims. The model unifies the ke…
math.PR2019
A 2-Dimensional Functional Central Limit Theorem for Non-stationary Dependent Random Fields
Michael C. Tseng
We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applica…