On Equilibrium Prices in Continuous Time
Abstract
We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.Download Info
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Paper provided by arXiv.org in its series Papers with number 0802.3585.Length:
Date of creation: Feb 2008
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Handle: RePEc:arx:papers:0802.3585
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Web page: http://arxiv.org/
Related research
Keywords:Other versions of this item:
- Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
- V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On equilibrium prices in continuous time," Working Papers 397, Bielefeld University, Center for Mathematical Economics.
- Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008. "On Equilibrium Prices in Continuous Time," Economics Working Papers (Ensaios Economicos da EPGE) 672, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Patrick Beißner, 2011. "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Working Papers 447, Bielefeld University, Center for Mathematical Economics.
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