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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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  39. 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.
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