On equilibrium prices in continuous time
Martins-da-Rocha VF, Riedel F (2008) Working Papers. Institute of Mathematical Economics; 397.
Bielefeld: Universität Bielefeld.
Diskussionspapier
| Veröffentlicht | Englisch
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Autor*in
Martins-da-Rocha, Victor Filipe;
Riedel, FrankUniBi 
Abstract / Bemerkung
We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.
Stichworte
Continuous-time finance;
General equilibrium;
Théorie générale of stochastic processes;
Asset pricing;
State prices
Erscheinungsjahr
2008
Serientitel
Working Papers. Institute of Mathematical Economics
Band
397
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/2316111
Zitieren
Martins-da-Rocha VF, Riedel F. On equilibrium prices in continuous time. Working Papers. Institute of Mathematical Economics. Vol 397. Bielefeld: Universität Bielefeld; 2008.
Martins-da-Rocha, V. F., & Riedel, F. (2008). On equilibrium prices in continuous time (Working Papers. Institute of Mathematical Economics, 397). Bielefeld: Universität Bielefeld.
Martins-da-Rocha, Victor Filipe, and Riedel, Frank. 2008. On equilibrium prices in continuous time. Vol. 397. Working Papers. Institute of Mathematical Economics. Bielefeld: Universität Bielefeld.
Martins-da-Rocha, V. F., and Riedel, F. (2008). On equilibrium prices in continuous time. Working Papers. Institute of Mathematical Economics, 397, Bielefeld: Universität Bielefeld.
Martins-da-Rocha, V.F., & Riedel, F., 2008. On equilibrium prices in continuous time, Working Papers. Institute of Mathematical Economics, no.397, Bielefeld: Universität Bielefeld.
V.F. Martins-da-Rocha and F. Riedel, On equilibrium prices in continuous time, Working Papers. Institute of Mathematical Economics, vol. 397, Bielefeld: Universität Bielefeld, 2008.
Martins-da-Rocha, V.F., Riedel, F.: On equilibrium prices in continuous time. Working Papers. Institute of Mathematical Economics, 397. Universität Bielefeld, Bielefeld (2008).
Martins-da-Rocha, Victor Filipe, and Riedel, Frank. On equilibrium prices in continuous time. Bielefeld: Universität Bielefeld, 2008. Working Papers. Institute of Mathematical Economics. 397.
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