On equilibrium prices in continuous time

V. Filipe Martins-da-Rocha; Frank Riedel

We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices. -- General equilibrium ; Continuous-time finance ; Théorie générale of stochastic processes ; Asset pricing ; State prices

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Year of publication:	2008
Other Persons:	Martins-da-Rocha, Victor Filipe (contributor) ; Riedel, Frank (contributor)
Publisher:	Bielefeld : Inst. of Mathematical Economics, IMW
Subject:	Börsenkurs \| Share price \| Kapitalmarkttheorie \| Financial economics \| Allgemeines Gleichgewicht \| General equilibrium \| Stochastischer Prozess \| Stochastic process \| Intertemporales Gleichgewicht \| Intertemporal equilibrium \| Theorie \| Theory

Extent:	Online-Ressource (PDF-Datei: 20 S., 290 KB)
Series:	Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW). - Bielefeld : IMW, ISSN 2942-9536, ZDB-ID 2437810-0. - Vol. 397
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat reader
Other identifiers:	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:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003729456