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Institute of Mathematical Economics (IMW), Universität Bielefeld >
Working Papers, Institute of Mathematical Economics, Universität Bielefeld >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/43797
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Martins-da-Rocha, V. Filipe | | en_US |
| dc.contributor.author | | Riedel, Frank | | en_US |
| dc.date.accessioned | | 2010-11-29 | | en_US |
| dc.date.accessioned | | 2011-01-24T10:23:16Z | | - |
| dc.date.available | | 2011-01-24T10:23:16Z | | - |
| dc.date.issued | | 2008 | | en_US |
| dc.identifier.pi | | urn:nbn:de:hbz:361-12772 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/43797 | | - |
| dc.description.abstract | | We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Inst. of Mathematical Economics, IMW Bielefeld | | en_US |
| dc.relation.ispartofseries | | Working papers // Institute of Mathematical Economics 397 | | en_US |
| dc.subject.jel | | D51 | | en_US |
| dc.subject.jel | | D91 | | en_US |
| dc.subject.jel | | G10 | | en_US |
| dc.subject.jel | | G12 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | General equilibrium | | en_US |
| dc.subject.keyword | | Continuous-time finance | | en_US |
| dc.subject.keyword | | Théorie générale of stochastic processes | | en_US |
| dc.subject.keyword | | Asset pricing | | en_US |
| dc.subject.keyword | | State prices | | en_US |
| dc.subject.stw | | Börsenkurs | | en_US |
| dc.subject.stw | | Kapitalmarkttheorie | | en_US |
| dc.subject.stw | | Allgemeines Gleichgewicht | | en_US |
| dc.subject.stw | | Stochastischer Prozess | | en_US |
| dc.subject.stw | | Intertemporales Gleichgewicht | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | On equilibrium prices in continuous time | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 572146124 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | Working Papers, Institute of Mathematical Economics, Universität Bielefeld
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