IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

[1] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[3] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[4] MULTIPLICITY OF AN INCREASING FAMILY OF SIGMA-FIELDS [J]. ANNALS OF PROBABILITY, 1974, 2 (05) : 958 - 963

[5] DEBREU G, 1959, COWLES F MONOGRAPH, V17

[6] DUFFIE JD, 1984, THESIS STANFORD U

[7] Halmos P.R., 1950, MEASURE THEORY

[8] Harrison J. M., 1981, Stochastic Processes & their Applications, V11, P215, DOI 10.1016/0304-4149(81)90026-0

[9] MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1979, 20 (03) : 381 - 408

[10] INFORMATION-STRUCTURE AND EQUILIBRIUM ASSET PRICES [J]. JOURNAL OF ECONOMIC THEORY, 1985, 35 (01) : 33 - 71

[1] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[3] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[4] MULTIPLICITY OF AN INCREASING FAMILY OF SIGMA-FIELDS [J]. ANNALS OF PROBABILITY, 1974, 2 (05) : 958 - 963

[5] DEBREU G, 1959, COWLES F MONOGRAPH, V17

[6] DUFFIE JD, 1984, THESIS STANFORD U

[7] Halmos P.R., 1950, MEASURE THEORY

[8] Harrison J. M., 1981, Stochastic Processes & their Applications, V11, P215, DOI 10.1016/0304-4149(81)90026-0

[9] MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1979, 20 (03) : 381 - 408

[10] INFORMATION-STRUCTURE AND EQUILIBRIUM ASSET PRICES [J]. JOURNAL OF ECONOMIC THEORY, 1985, 35 (01) : 33 - 71