We combine general equilibrium theory and theorie generale of stochastic
processes to derive structural results about equilibrium state prices

Frank Riedel

Martins-da-rocha Frank Riedel

V. Filipe

V. Filipe Martins-da-rocha

English

arXiv

Victor Filipe Martins-da-rocha

CiteSeerX

On Equilibrium Prices in Continuous Time

Martins-da-Rocha VF, Riedel F. On equilibrium prices in continuous time. Working Papers. Institute of Mathematical Economics. Vol 397. Bielefeld: Universität Bielefeld; 2008.We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices

Martins-da-Rocha, Victor Filipe

Riedel, Frank 

Publications at Bielefeld University

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,

Competitive equilibria in production economies with an inﬁnite dimensional commodity space,

Cone conditions in general equilibrium theory,

Decentralizing edgeworth equilibria in economies with many commodities,

Edgeworth’s conjecture with inﬁnitely many commodities: commodity differentiation,

Edgeworth’s conjecture with inﬁnitely many commodities: L1,

Equilibria in banach lattices without ordered preferences,

Equilibrium in vector lattice without ordered preference or uniform properness,

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,

On intertemporal preferences in continuous time– the case of certainty,

Probabilit´ es et potentiel, Hermann, Paris. Chapitres I ` a IV, ´ Edition enti` erement refondue,

Probabilities and Potential A: General Theory,

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

We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices

We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about equilibrium state prices

Riedel, Frank

LAReferencia - Red Federada de Repositorios Institucionales de Publicaciones Científicas Latinoamericanas

On Equilibrium Prices in Continuous Time

Abstract

Similar works

Full text

Available Versions

CiteSeerX

Publications at Bielefeld University

CiteSeerX

LAReferencia - Red Federada de Repositorios Institucionales de Publicaciones Científicas Latinoamericanas