Tax liens: a novel application of asset pricing theory

DOI10.1007/S11147-008-9019-9zbMATH Open1143.91018OpenAlexW3123828559MaRDI QIDQ2425556FDOQ2425556

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

Recommendations

• A model for pricing real estate derivatives with stochastic interest rates
• The no-arbitrage pricing of non-traded assets
• Estimating the tax-timing option value of corporate bonds
• MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS
• PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE

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)

Cites Work

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

Cited In (1)

• MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS

This page was built for publication: Tax liens: a novel application of asset pricing theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2425556)