@article{ageneralsolutionmethodforinsider, title = {Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading}, author = {Kerry Back and Francois Cocquemas and Ibrahim Ekren and Abraham Lioui}, year = {2020}, eprint = {2006.09518}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2006.09518v3}, }