2 citations · 2 across the 2 of their papers we have counts for
2 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.GN2026★ 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…