On equilibrium prices in continuous time

V. Filipe Martins-da-Rocha and Frank Riedel

No 672, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

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

Date: 2008-02-28
New Economics Papers: this item is included in nep-cba
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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:fgv:epgewp:672

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