A martingale characterization of equilibrium asset price processes
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Publication:1969027
DOI10.1007/S001990050007zbMath0946.91012OpenAlexW2085543519MaRDI QIDQ1969027
Publication date: 2000
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990050007
Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Statistical methods; economic indices and measures (91B82)
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