@techreport{oai:shiga-u.repo.nii.ac.jp:00009958,
 author = {Kusuda, Koji},
 issue = {B-1},
 month = {Sep},
 note = {Technical Report, This paper presents that Arrow-Debreu equilibria in continuous-time
market economy with jump-diffusion information generated by infinite dimensional
martingale generator can be implemented in approximately complete security markets
(Bj¨ork et al. [10]) in which every bond with any maturity date is traded and
any contingent claim is approximately replicated with any given precision. A generalized
security market equilibrium called approximate security market equilibrium
is introduced in which each agent is allowed to choose a consumption plan approximately
financed with any prescribed precision. It is shown that an Arrow-Debreu
equilibrium in the economy can be identified with an approximate security market
equilibrium in the approximately complete markets., CRR Working Paper, Series B, No. B-1, pp. 1-16},
 title = {Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator},
 year = {2004}
}