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On Equilibrium Prices in Continuous Time

  • V. Filipe Martins-da-Rocha
  • Frank Riedel

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

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File URL: http://arxiv.org/pdf/0802.3585
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Paper provided by arXiv.org in its series Papers with number 0802.3585.

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Date of creation: Feb 2008
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Handle: RePEc:arx:papers:0802.3585
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  18. Andrew B. Abel & Janice C. Eberly, 1995. "Optimal Investment with Costly Reversibility," NBER Working Papers 5091, National Bureau of Economic Research, Inc.
  19. William R. Zame & Robert M. Anderson, 1998. "Edgeworth's conjecture with infinitely many commodities: commodity differentiation," Economic Theory, Springer, vol. 11(2), pages 331-377.
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  31. Aliprantis, Charalambos D. & Tourky, Rabee & Yannelis, Nicholas C., 2001. "A Theory of Value with Non-linear Prices: Equilibrium Analysis beyond Vector Lattices," Journal of Economic Theory, Elsevier, vol. 100(1), pages 22-72, September.
  32. Araujo, A. & Monteiro, P. K., 1989. "Equilibrium without uniform conditions," Journal of Economic Theory, Elsevier, vol. 48(2), pages 416-427, August.
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  35. Dana, Rose Anne, 1993. "Existence and Uniqueness of Equilibria When Preferences Are Additively Separable," Econometrica, Econometric Society, vol. 61(4), pages 953-57, July.
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