Valuation Before and after Tax in the Discrete Time, Finite State no Arbitrage Model

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalAnnals of Finance
Volume5
Issue number1
Pages (from-to)91-123
Number of pages33
ISSN1614-2446
DOIs
Publication statusPublished - 2009

Cite this

@article{45d87c10b08411ddae7e000ea68e967b,
title = "Valuation Before and after Tax in the Discrete Time, Finite State no Arbitrage Model",
author = "{Astrup Jensen}, Bjarne",
year = "2009",
doi = "10.1007/s10436-007-0091-1",
language = "English",
volume = "5",
pages = "91--123",
journal = "Annals of Finance",
issn = "1614-2446",
publisher = "Springer",
number = "1",

}

Valuation Before and after Tax in the Discrete Time, Finite State no Arbitrage Model. / Astrup Jensen, Bjarne.

In: Annals of Finance, Vol. 5, No. 1, 2009, p. 91-123.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Valuation Before and after Tax in the Discrete Time, Finite State no Arbitrage Model

AU - Astrup Jensen, Bjarne

PY - 2009

Y1 - 2009

U2 - 10.1007/s10436-007-0091-1

DO - 10.1007/s10436-007-0091-1

M3 - Journal article

VL - 5

SP - 91

EP - 123

JO - Annals of Finance

JF - Annals of Finance

SN - 1614-2446

IS - 1

ER -