On equilibrium prices in continuous time

V. Filipe Martins-da-Rocha and Frank Riedel

No 397, Center for Mathematical Economics Working Papers from Center for Mathematical Economics, Bielefeld University

Abstract: We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.

Keywords: Continuous-time finance; General equilibrium; Théorie générale of stochastic processes; Asset pricing; State prices (search for similar items in EconPapers)
Date: 2011-08-15
New Economics Papers: this item is included in nep-cba
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https://pub.uni-bielefeld.de/download/2316111/2319849 First Version, 2008 (application/pdf)

Related works:
Journal Article: On equilibrium prices in continuous time (2010)
Working Paper: On Equilibrium Prices in Continuous Time (2008)
Working Paper: On equilibrium prices in continuous time (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:bie:wpaper:397

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