We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices.general equilibrium, continuous time finance, théorie générale of stochastic processes, asset pricing, state prices

Frank Riedel

V. Filipe Martins-da-Rocha

English

Research Papers in Economics

1987b, Edgeworth equilibria in production economies,

A new approach to production equilibria in vector lattices,

A new approach to the existence of equilibria in vector lattices,

A new approach to the limit theorem on the core of an economy in vector lattices,

A theory of value with non-linear prices. Equilibrium analysis beyond vector lattices,

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Decentralizing edgeworth equilibria in economies with many commodities,

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Equilibria in banach lattices without ordered preferences,

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Equilibrium theory in inﬁnite-dimensional spaces,

Equilibrium without uniform conditions,

Existence and structure of stochastic equilibria with intertemporal substitution,

General equilibrium analysis in ordered topological vector spaces,

General Equilibrium Analysis: Existence and 0ptimality Properties of Equilibria,

Intertemporal preferences for uncertain consumption: a continuous-time approach,

Linear and non-linear price decentralization,

Non-marketed options, non-existence of equilibria, and non-linear prices,

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Proper preference and quasi-concave utility functions,

Quadratic concavity and determinacy of equilibrium,

R´ egularit´ e et continuit´ e des processus,

Stochastic equilibria for economies under uncertainty with intertemporal substitution,

Sur des probl` emes de r´ egularisation, de recollement et d’interpolation en th´ eorie des martingales,

Sur un th´ eor` eme

The consumption-based capital asset pricing model,

The limit theorem on the core of a production economy in vector lattices with unordered preferences,

The price equilibrium existence problem in topological vector lattices,

On equilibrium prices in continuous time

http://www.imw.uni-bielefeld.de/papers/files/imw-wp-397.pdf

On equilibrium prices in continuous time

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Research Papers in Economics