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No Arbitrage and Valuation in Markets with Realistic Transaction Costs
Dermody, Jaime Cuevas; Prisman, Eliezer Z. - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10006711818
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Tax Basis and Nonlinearity in Cash Stream Valuation
Dermody, Jaime Cuevas; Rockafellar, R.Tyrrell - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 97-120
Persistent link: https://www.econbiz.de/10008223671
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OPTIONAL TAXES How to decide whether tax will make or break a derivatives transaction.
Milevsky, Moshe-Arye; Prisman, Eliezer - In: Risk : managing risk in the world's financial markets 10 (1997) 9, pp. 133-138
Persistent link: https://www.econbiz.de/10007067836
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Immunization in Markets with Tax-Clientele Effects: Evidence from the Canadian Market
Prisman, Eliezer Z.; Tian, Yisong - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 2, pp. 301
Persistent link: https://www.econbiz.de/10006709998
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After-tax term structures of real interest rates: Inferences from the UK linked and non-linked gilt markets
Aziz, Andrew R.; Prisman, Eliezer Z. - In: Journal of banking & finance 24 (2000) 9, pp. 1433-1456
Persistent link: https://www.econbiz.de/10005895468
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Term Structure of Interest Rates and Implied Market Frictions: The Min-Max Approach
Ioffe, Ioulia D.; Prisman, Eliezer Z. - In: Management science : journal of the Institute for … 49 (2003) 7, pp. 965-978
Persistent link: https://www.econbiz.de/10006083687
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On the relative importance of duration constraints
Paroush, Jacob; Prisman, Eliezer Z. - In: Management science : journal of the Institute for … 43 (1997) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10006100506
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An essay on financial innovation: The case of instalment receipts
Charupat, Narat; Prisman, Eliezer Z. - In: Journal of banking & finance 28 (2004) 1, pp. 129-156
Persistent link: https://www.econbiz.de/10005884908
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Arbitrage violations and implied valuations: the option market
Ioffe, Ioulia D.; Prisman, Eliezer Z. - In: The European journal of finance 19 (2013) 4, pp. 298-317
Persistent link: https://www.econbiz.de/10010107836
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Constructing historical yield curves from very sparse spot rates : a methodology and examples from the 1920s Canadian market
Lazar, Fred; Prisman, Eliezer Z. - In: Journal of business valuation and economic loss analysis 7 (2012) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10010007232