The Arrow-Debreu Model Extended to Financial Markets

DOI10.2307/1910415zbMath0445.90009OpenAlexW1973174971MaRDI QIDQ3890370

Peter H. Friesen

Publication date: 1979

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1910415

zbMATH Keywords

financial marketsArrow-Debreu modelinefficient market structuresequential market modelspot markets for commodities

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

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