On Equilibrium Prices in Continuous Time

V. Filipe Martins-da-Rocha and Frank Riedel

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

Date: 2008-02
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Citations: View citations in EconPapers (1)

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Related works:
Working Paper: On equilibrium prices in continuous time (2011)
Journal Article: On equilibrium prices in continuous time (2010)
Working Paper: On equilibrium prices in continuous time (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:0802.3585

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