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

State prices are the fundamental building block for dynamic asset pricing models. We provide here a general continuous-time setup that allows to derive non-trivial structural properties for state-prices from economic fundamentals. To this end, we combine general equilibrium theory and théorie...

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

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