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Title:On equilibrium prices in continuous time PDF Logo
Authors:Martins-da-Rocha, V. Filipe
Riedel, Frank
Issue Date:2008
Series/Report no.:Working papers // Institute of Mathematical Economics 397
Abstract:We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.
Subjects:General equilibrium
Continuous-time finance
Théorie générale of stochastic processes
Asset pricing
State prices
JEL:D51
D91
G10
G12
Persistent Identifier of the first edition:urn:nbn:de:hbz:361-12772
Document Type:Working Paper
Appears in Collections:Working Papers, Center for Mathematical Economics (IMW), Bielefeld University

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