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Tax liens: a novel application of asset pricing theory

  • Robert Jarrow

    ()

  • Vikrant Tyagi

    ()

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s11147-008-9019-9
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Article provided by Springer in its journal Review of Derivatives Research.

Volume (Year): 10 (2007)
Issue (Month): 2 (May)
Pages: 181-204

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Handle: RePEc:kap:revdev:v:10:y:2007:i:2:p:181-204
Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=102989

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  1. Gurdip Bakshi & Dilip Madan & Frank Zhang, 2001. "Understanding the role of recovery in default risk models: empirical comparisons and implied recovery rates," Finance and Economics Discussion Series 2001-37, Board of Governors of the Federal Reserve System (U.S.).
  2. Robert A. Jarrow & David Lando & Fan Yu, 2005. "Default Risk And Diversification: Theory And Empirical Implications," Mathematical Finance, Wiley Blackwell, vol. 15(1), pages 1-26.
  3. Kaushik I. Amin & Robert A. Jarrow, 1992. "Pricing Options On Risky Assets In A Stochastic Interest Rate Economy," Mathematical Finance, Wiley Blackwell, vol. 2(4), pages 217-237.
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