On equilibrium prices in continuous time

نویسندگان

  • V. Filipe Martins-da-Rocha
  • Frank Riedel
چکیده

We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices. JEL Classification: D51, D91, G10, G12

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عنوان ژورنال:
  • J. Economic Theory

دوره 145  شماره 

صفحات  -

تاریخ انتشار 2010