Un modelo estocástico de equilibrio general para valuar derivados y bonos

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.