On equilibrium prices in continuous time

dc.contributor.author	Martins-da-Rocha, Victor Filipe
dc.contributor.author	Riedel, Frank
dc.date.accessioned	2008-05-13T15:26:28Z
dc.date.available	2008-05-13T15:26:28Z
dc.date.issued	2008-02-28
dc.identifier.issn	0104-8910
dc.identifier.uri	http://hdl.handle.net/10438/551
dc.description.abstract	We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.	eng
dc.language.iso	eng
dc.publisher	Escola de Pós-Graduação em Economia da FGV	por
dc.relation.ispartofseries	Ensaios Econômicos;672	por
dc.subject	General equilibrium	por
dc.subject	Continuous–time finance	por
dc.subject	Théorie générale of stochastic processes	fra
dc.subject	Asset pricing	por
dc.subject	State prices	eng
dc.title	On equilibrium prices in continuous time	eng
dc.type	Working Paper	eng
dc.subject.area	Economia	por
dc.contributor.unidadefgv	Escolas::EPGE	por
dc.subject.bibliodata	Economia	por
dc.contributor.affiliation	FGV