Valuation before and after tax in the discrete time, finite state no arbitrage model
| Year of publication: |
2009
|
|---|---|
| Authors: | Jensen, Bjarne |
| Published in: |
Annals of Finance. - Springer. - Vol. 5.2009, 1, p. 91-123
|
| Publisher: |
Springer |
| Subject: | Tax neutrality | Mark-to-market valuation | Generalized linear taxation schemes | Wash sales |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701368