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Valuation before and after tax in the discrete time, finite state no arbitrage model - MaRDI portal

Valuation before and after tax in the discrete time, finite state no arbitrage model (Q666290)

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scientific article; zbMATH DE number 6012928
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Valuation before and after tax in the discrete time, finite state no arbitrage model
scientific article; zbMATH DE number 6012928

    Statements

    Valuation before and after tax in the discrete time, finite state no arbitrage model (English)
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    8 March 2012
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    tax neutrality
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    mark-to-market valuation
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    generalized linear taxation schemes
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    wash sales
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