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On equilibrium prices in continuous time

  • V. Filipe Martins-da-Rocha

    (Graduate School of Economics, Getulio Vargas Foundation, Rio de Janeiro)

  • Frank Riedel

    ()

    (Institute of 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: http://www.imw.uni-bielefeld.de/papers/files/imw-wp-397.pdf
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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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Length: 20 pages
Date of creation: Feb 2008
Date of revision:
Handle: RePEc:bie:wpaper:397
Contact details of provider: Postal: Postfach 10 01 31, 33501 Bielefeld
Phone: +49(0)521-106-4907
Web page: http://www.imw.uni-bielefeld.de/

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  35. Aliprantis, Charalambos D. & Brown, Donald J. & Burkinshaw, Owen, 1987. "Edgeworth equilibria in production economies," Journal of Economic Theory, Elsevier, vol. 43(2), pages 252-291, December.
  36. Dana, Rose Anne, 1993. "Existence and Uniqueness of Equilibria When Preferences Are Additively Separable," Econometrica, Econometric Society, vol. 61(4), pages 953-57, July.
  37. Aliprantis, Charalambos D. & Monteiro, Paulo K. & Tourky, Rabee, 2004. "Non-marketed options, non-existence of equilibria, and non-linear prices," Journal of Economic Theory, Elsevier, vol. 114(2), pages 345-357, February.
  38. Bown, Chad P. & Mavroidis, Petros C., 2013. "Introduction," World Trade Review, Cambridge University Press, vol. 12(02), pages 133-137, April.
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