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