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 |
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