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On equilibrium prices in continuous time

Martins-da-Rocha, Victor Filipe (contributor); … - 2008

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 …

Persistent link: https://www.econbiz.de/10003729456

Optimally investing to reach a bequest goal

Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 70 (2016), pp. 1-10

Persistent link: https://www.econbiz.de/10011597071

On equilibrium prices in continuous time

Martins-da-Rocha, Victor Filipe; Riedel, Frank - In: Journal of economic theory 145 (2010) 3, pp. 1086-1112

Persistent link: https://www.econbiz.de/10008697123

On equilibrium prices in continuous time

Martins-da-Rocha, Victor Filipe (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003661977

Thünen-Vorlesung: 6 1/2-Wechselkurse

Streissler, Erich - In: Die Zukunft des Sozialstaats : Jahrestagung des Vereins …, (pp. 79-111). 2000

Persistent link: https://www.econbiz.de/10001456108

Stationary Markovian Equilibrium in Altruistic Stochastic OLG Models with Limited Commitment

Balbus, Lukasz - 2012

We introduce a new class of in nite horizon altruistic stochastic OLG models with capital and labor, but without commitment between the generations. Under mild regularity conditions, for economies with either bounded or unbounded state spaces, continuous monotone Markov perfect Nash equilibrium...

Persistent link: https://www.econbiz.de/10013114199