Market clearing, utility functions, and securities prices

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.1K citations

Market Equilibrium, Exchange Rate, Dynamic Economics +17

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

Multiperiod Securities Markets, Economics, Financial Economics +4

An Intertemporal General Equilibrium Model of Asset Prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations

Dynamic Economic Model, Economics, Black-scholes Model +14

Continuous-Time Finance.

Stephen A. Ross, Robert C. Merton · The Journal of Finance · 1991 · 1.8K citations

Option Pricing, Economics, Financial Economics +15

Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

Roy Radner · Econometrica · 1972 · 730 citations

Price Expectations, Economics, General Equilibrium Theory +8