Browsing FGV EPGE - Ensaios Econômicos by Title "On equilibrium prices in continuous time"

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    • On equilibrium prices in continuous time 

      Martins-da-Rocha, Victor Filipe; Riedel, Frank
      2008-02-28
      We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.