On equilibrium prices in continuous time
| Year of publication: |
2008-02
|
|---|---|
| Authors: | Martins-da-Rocha, V. Filipe ; Riedel, Frank |
| Institutions: | Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld |
| Subject: | general equilibrium | continuous time finance | théorie générale of stochastic processes | asset pricing | state prices |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 397 20 pages |
| Classification: | D51 - Exchange and Production Economies ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005002278