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On valuation before and after...
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Valuation before and after tax in the discrete time, finite state no arbitrage model
Jensen, Bjarne Astrup
- In:
Annals of finance
5
(
2009
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10003775314
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2
Term structure models with parallel and proportional shifts
Armerin, Fredrik
;
Jensen, Bjarne Astrup
;
Björk, Tomas
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10003543032
Saved in:
3
Taxation, transfer income and stock market participation
Fischer, Marcel
;
Jensen, Bjarne Astrup
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
2
,
pp. 823-863
Persistent link: https://www.econbiz.de/10011373332
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4
How suboptimal are linear sharing rules?
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
- In:
Annals of finance
12
(
2016
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10011555710
Saved in:
5
Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
- In:
Recent research in financial modelling
,
(pp. 125-134)
.
1993
Persistent link: https://www.econbiz.de/10001282577
Saved in:
6
Pricing by no arbitrage
Jensen, Bjarne Astrup
- In:
Time series models : in econometrics, finance and other …
,
(pp. 177-225)
.
1996
Persistent link: https://www.econbiz.de/10001319933
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7
Paying for minimum interest rate guarantees : who should compensate who?
Jensen, Bjarne Astrup
;
Sørensen, Carsten
- In:
European financial management : the journal of the …
7
(
2001
)
2
,
pp. 183-211
Persistent link: https://www.econbiz.de/10001582317
Saved in:
8
Optimal portfolio choice with wash sale constrains
Jensen, Bjarne Astrup
;
Marewica, Marcel
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1916-1937
Persistent link: https://www.econbiz.de/10009316439
Saved in:
9
The debt tax shield in general equilibrium
Fischer, Marcel
;
Jensen, Bjarne Astrup
- In:
Journal of banking & finance
100
(
2019
),
pp. 151-166
Persistent link: https://www.econbiz.de/10012162482
Saved in:
10
The first difference property of the present value operator
Buser, Stephen Aubrey
;
Jensen, Bjarne Astrup
- In:
The quarterly journal of finance
7
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011774155
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