On equilibrium prices in continuous time

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

Year of publication:	2008
Authors:	Martins-da-Rocha, V. Filipe ; Riedel, Frank
Publisher:	Bielefeld : Bielefeld University, Institute of Mathematical Economics (IMW)
Subject:	Börsenkurs \| Kapitalmarkttheorie \| Allgemeines Gleichgewicht \| Stochastischer Prozess \| Intertemporales Gleichgewicht \| Theorie \| General equilibrium \| Continuous-time finance \| Théorie générale of stochastic processes \| Asset pricing \| State prices

Series:	Working Papers ; 397
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	572146124 [GVK] hdl:10419/43797 [Handle]
Classification:	D51 - Exchange and Production Economies ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; G10 - General Financial Markets. General ; G12 - Asset Pricing
Source:	EconStor

Persistent link: https://www.econbiz.de/10010272583