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V. Martins-da-Rocha

2 papers hereh-index 12408 citations43 works total

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most citedOn Equilibrium Prices in Continuous Time

1 citations · 2 across the 2 of their papers we have counts for

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1 paper

q-fin.PR2008★ 1 cited

On Equilibrium Prices in Continuous Time

V. Filipe Martins-da-Rocha, Frank Riedel

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

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.