Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
By: by Darrell Duffie and Chi-fu Huang.
Contributors: Huang, Chi-fu.; Sloan School of Management.
Series: Working paper / Alfred P. Sloan School of Management -- WP #1501-83; Working paper (Sloan School of Management) -- 1501-83.
Publisher: Massachusetts Institute of Technology
Published: 1983
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 31
Subjects: Equilibrium (Economics); Securities.