On Equilibrium Prices in Continuous Time
Pricing of Securities
2008-12-02 v1 Probability
Abstract
We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.
Cite
@article{arxiv.0802.3585,
title = {On Equilibrium Prices in Continuous Time},
author = {V. Filipe Martins-da-Rocha and Frank Riedel},
journal= {arXiv preprint arXiv:0802.3585},
year = {2008}
}