{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,28]],"date-time":"2026-04-28T06:49:50Z","timestamp":1777358990314,"version":"3.51.4"},"reference-count":29,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","funder":[{"DOI":"10.13039\/100000001","name":"National Science Foundation","doi-asserted-by":"publisher","award":["DMS 2007826"],"award-info":[{"award-number":["DMS 2007826"]}],"id":[{"id":"10.13039\/100000001","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2024,3,31]]},"DOI":"10.1137\/21m1457059","type":"journal-article","created":{"date-parts":[[2024,3,13]],"date-time":"2024-03-13T15:03:43Z","timestamp":1710342223000},"page":"93-120","source":"Crossref","is-referenced-by-count":2,"title":["Multidimensional Kyle\u2013Back Model with a Risk Averse Informed Trader"],"prefix":"10.1137","volume":"15","author":[{"given":"Shreya","family":"Bose","sequence":"first","affiliation":[{"name":"Department of Mathematics, Florida State University, Tallahassee, FL 32304 USA."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ibrahim","family":"Ekren","sequence":"additional","affiliation":[{"name":"Department of Mathematics, University of Michigan, Ann Arbor, MI 48109 USA."}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2024,3,14]]},"reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.103.7.2811"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/5.3.387"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2004.00497.x"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00282"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhx133"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/S1386-4181(01)00031-3"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1214\/22-AAP1905"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1002\/cpa.3160440402"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.2307\/2951665"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA7884"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2010.11.004"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-017-0348-0"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1137\/20M1319267"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1007\/s007800200078"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1214\/11-AOP721"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2019.1575974"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1214\/14-AOP999"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.23943\/princeton\/9780691172767.001.0001"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1137\/18M1231997"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1137\/S0040585X97985947"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176991887"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.2307\/1913210"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1215\/S0012-7094-95-08013-2"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1093\/rof\/rft055"},{"key":"ref27","volume-title":"Convex Analysis","author":"Rockafellar R. T.","year":"2015"},{"key":"ref28","author":"Santambrogio F.","year":"2015","journal-title":"Birk\u00e4user, NY"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/4.3.417"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2020.03.006"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-71050-9"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","deposited":{"date-parts":[[2024,3,29]],"date-time":"2024-03-29T22:56:51Z","timestamp":1711753011000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/21M1457059"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,3,14]]},"references-count":29,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2024,3,31]]}},"alternative-id":["10.1137\/21M1457059"],"URL":"https:\/\/doi.org\/10.1137\/21m1457059","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,3,14]]}}}