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On equilibrium prices in continuous time

  • Martins-da-Rocha, Victor Filipe

    (Center for Mathematical Economics, Bielefeld University)

  • Riedel, Frank

    (Center for Mathematical Economics, Bielefeld University)

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

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File URL: https://pub.uni-bielefeld.de/download/2316111/2319849
File Function: First Version, 2008
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Paper provided by Center for Mathematical Economics, Bielefeld University in its series Center for Mathematical Economics Working Papers with number 397.

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Date of creation: 15 Aug 2011
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Handle: RePEc:bie:wpaper:397
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