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~isPartOf:"Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld"
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asset pricing
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continuous time finance
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general equilibrium
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state prices
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théorie générale of stochastic processes
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Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
Quantitative Finance
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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On equilibrium prices in continuous time
Martins-da-Rocha, V. Filipe
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Riedel, Frank
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Institut für Mathematische Wirtschaftsforschung, …
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2008
We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.
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