%0 Journal Article
%T Un modelo estoc¨¢stico de equilibrio general para valuar derivados y bonos
%A Venegas-Mart¨ªnez
%A Francisco
%J EconoQuantum
%D 2009
%I Scientific Electronic Library Online
%X this paper is aimed at developing a general equilibrium model in an economy populated by identical agents. these agents are rational and make decisions on portfolio and consumption. under the assumptions that exists a share whose price is driven by a geometric brownian motion and the technology is guided by a stationary markovian process with mean reversion, the prices of a derivative on a share and a zero coupon bond are obtained in the equilibrium.
%K equilibrio general
%K consumidor racional
%K derivados
%K bonos cup¨®n cero.
%U http://www.scielo.org.mx/scielo.php?script=sci_abstract&pid=S1870-66222009000200009&lng=en&nrm=iso&tlng=en