Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/43797
Authors: 
Martins-da-Rocha, V. Filipe
Riedel, Frank
Year of Publication: 
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: 
Document Type: 
Working Paper

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