{"created":"2023-05-15T15:30:31.354996+00:00","id":9958,"links":{},"metadata":{"_buckets":{"deposit":"ae57f131-9602-4ee2-8963-8579025d65fd"},"_deposit":{"created_by":1,"id":"9958","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"9958"},"status":"published"},"_oai":{"id":"oai:shiga-u.repo.nii.ac.jp:00009958","sets":["1159:1166:1168"]},"author_link":["36628","36626","36627"],"item_7_biblio_info_8":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2004-09","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"B-1","bibliographicPageEnd":"16","bibliographicPageStart":"1","bibliographic_titles":[{"bibliographic_title":"CRR Working Paper, Series B"}]}]},"item_7_description_43":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Technical Report","subitem_description_type":"Other"}]},"item_7_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper presents that Arrow-Debreu equilibria in continuous-time\nmarket economy with jump-diffusion information generated by infinite dimensional\nmartingale generator can be implemented in approximately complete security markets\n(Bj¨ork et al. [10]) in which every bond with any maturity date is traded and\nany contingent claim is approximately replicated with any given precision. A generalized\nsecurity market equilibrium called approximate security market equilibrium\nis introduced in which each agent is allowed to choose a consumption plan approximately\nfinanced with any prescribed precision. It is shown that an Arrow-Debreu\nequilibrium in the economy can be identified with an approximate security market\nequilibrium in the approximately complete markets.","subitem_description_type":"Abstract"}]},"item_7_description_7":{"attribute_name":"引用","attribute_value_mlt":[{"subitem_description":"CRR Working Paper, Series B, No. B-1, pp. 1-16","subitem_description_type":"Other"}]},"item_7_full_name_2":{"attribute_name":"著者(ヨミ)","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"クスダ, コウジ"}]}]},"item_7_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"楠田, 浩二"}]}]},"item_7_publisher_35":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Center for Risk Research (CRR), Shiga University"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kusuda, Koji"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-09-14"}],"displaytype":"detail","filename":"B1Kusuda200409.pdf","filesize":[{"value":"262.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"B1Kusuda200409.pdf","url":"https://shiga-u.repo.nii.ac.jp/record/9958/files/B1Kusuda200409.pdf"},"version_id":"ab8627ba-a598-4e51-b2e8-1964dd0e68bd"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Approximately complete markets","subitem_subject_scheme":"Other"},{"subitem_subject":"Approximate security market equilibrium","subitem_subject_scheme":"Other"},{"subitem_subject":"Arrow-Debreu equilibrium","subitem_subject_scheme":"Other"},{"subitem_subject":"Infinite dimensional martingale generator","subitem_subject_scheme":"Other"},{"subitem_subject":"Jump-diffusion","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator"}]},"item_type_id":"7","owner":"1","path":["1168"],"pubdate":{"attribute_name":"公開日","attribute_value":"2009-03-26"},"publish_date":"2009-03-26","publish_status":"0","recid":"9958","relation_version_is_last":true,"title":["Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T19:17:41.105830+00:00"}