Abstract: We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.
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Cited in
(10)- Existence of financial equilibria in continuous time with potentially complete markets
- Sticky Continuous Processes have Consistent Price Systems
- Equilibrium prices and trade under ambiguous volatility
- On Equilibrium Pricing as Convex Optimization
- A continuity property for local price adjustment mechanisms
- On the existence of price equilibria in dynamic economies
- AN ECONOMIC PREMIUM PRINCIPLE IN A CONTINUOUS-TIME ECONOMY(Special Issue on Theory, Methodology and Applications in Financial Engneering)
- Equilibrium Pricing Under Relative Performance Concerns
- Continuity of the equilibrium price density and its uses in peak-load pricing
- General equilibrium asset pricing under regime switching
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