Arbeitspapier
On equilibrium prices in continuous time
We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Papers ; No. 397
- Klassifikation
-
Wirtschaft
Exchange and Production Economies
Micro-Based Behavioral Economics: Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making‡
General Financial Markets: General (includes Measurement and Data)
Asset Pricing; Trading Volume; Bond Interest Rates
- Thema
-
General equilibrium
Continuous-time finance
Théorie générale of stochastic processes
Asset pricing
State prices
Börsenkurs
Kapitalmarkttheorie
Allgemeines Gleichgewicht
Stochastischer Prozess
Intertemporales Gleichgewicht
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Martins-da-Rocha, V. Filipe
Riedel, Frank
- Ereignis
-
Veröffentlichung
- (wer)
-
Bielefeld University, Institute of Mathematical Economics (IMW)
- (wo)
-
Bielefeld
- (wann)
-
2008
- Handle
- URN
-
urn:nbn:de:hbz:361-12772
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Objekttyp
- Arbeitspapier
Beteiligte
- Martins-da-Rocha, V. Filipe
- Riedel, Frank
- Bielefeld University, Institute of Mathematical Economics (IMW)
Entstanden
- 2008
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