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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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Paper provided by 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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  27. Rabee Tourky, 1999. "The limit theorem on the core of a production economy in vector lattices with unordered preferences," Economic Theory, Springer, vol. 14(1), pages 219-226.
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  33. Yannelis, Nicholas C. & Zame, William R., 1986. "Equilibria in Banach lattices without ordered preferences," Journal of Mathematical Economics, Elsevier, vol. 15(2), pages 85-110, April.
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