Tax liens: a novel application of asset pricing theory

DOI10.1007/S11147-008-9019-9MaRDI QIDQ2425556zbMATH OpenOpenAlexFDO

Authors Vikrant Tyagi, Robert A. Jarrow

Publication date 6 May 2008

Published in Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11147-008-9019-9

zbMATH Keywords

option pricingasset pricingreal estate tax liens

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
• Pricing Options On Risky Assets In A Stochastic Interest Rate Economy¹

Cited in

(1)

• MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS

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