Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
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Publication:3696809
DOI10.2307/1913211zbMath0576.90014OpenAlexW3124185541MaRDI QIDQ3696809
Chi-fu Huang, J. Darrell Duffie
Publication date: 1985
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913211
martingaleRadner equilibriumfinancial economicsArrow-Debreu economysecurity marketsinfinite- dimensional commodity space
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