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.
- Language
-
Englisch
- Bibliographic citation
-
Series: Working Papers ; No. 397
- Classification
-
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
- Subject
-
General equilibrium
Continuous-time finance
Théorie générale of stochastic processes
Asset pricing
State prices
Börsenkurs
Kapitalmarkttheorie
Allgemeines Gleichgewicht
Stochastischer Prozess
Intertemporales Gleichgewicht
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Martins-da-Rocha, V. Filipe
Riedel, Frank
- Event
-
Veröffentlichung
- (who)
-
Bielefeld University, Institute of Mathematical Economics (IMW)
- (where)
-
Bielefeld
- (when)
-
2008
- Handle
- URN
-
urn:nbn:de:hbz:361-12772
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Martins-da-Rocha, V. Filipe
- Riedel, Frank
- Bielefeld University, Institute of Mathematical Economics (IMW)
Time of origin
- 2008
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