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math.PR2026
The one-period Kyle model has one equilibrium
Paulo Monteiro, Rabee Tourky
Let and be independent standard normal random variables. For each Borel-measurable function , let be a Bo…
math.PR2023
The optimal sub-Gaussian normalisation for randomised monotone functions
Thomas Anton, Rabee Tourky
Let denote the class of randomised monotone functions on with values in , and let be the mini…