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Reserving for deferred capital gains tax (an application of option pricing theory)

https://doi.org/10.1017/s0020268100019685
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0047-2727(83)90051-8openalex-snapshot
Some aspects of the taxation of capital gains
inferredcites →https://doi.org/10.1016/0304-405x(77)90005-8openalex-snapshot
Options: A Monte Carlo approach
inferredcites →https://doi.org/10.1016/0304-405x(79)90022-9openalex-snapshot
The valuation of compound options
inferredcites →https://doi.org/10.1016/0304-405x(82)90011-3openalex-snapshot
Options on the minimum or the maximum of two risky assets
inferredcites →https://doi.org/10.1016/b978-0-12-780850-5.50044-7openalex-snapshot
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
inferredcites →https://doi.org/10.1017/s0020268100043109openalex-snapshot
Managing uncertainty in a general insurance company
inferredcites →https://doi.org/10.1093/biomet/38.3-4.475openalex-snapshot
The Bivariate Normal Integral
inferredcites →https://doi.org/10.1111/j.1540-6261.1978.tb03397.xopenalex-snapshot
THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER
inferredcites →https://doi.org/10.1119/1.1972842openalex-snapshot
Handbook of Mathematical Functions
inferredcites →https://doi.org/10.1214/aoms/1177704004openalex-snapshot
Probability Integrals of Multivariate Normal and Multivariate $t^1$
inferredcites →https://doi.org/10.1214/aoms/1177704005openalex-snapshot
Bibliography on the Multivariate Normal Integrals and Related Topics
inferredcites →https://doi.org/10.2307/1912150openalex-snapshot
Capital Market Equilibrium with Personal Tax
inferredcites →https://doi.org/10.2307/1926559openalex-snapshot
Lifetime Portfolio Selection By Dynamic Stochastic Programming
inferredcites →https://doi.org/10.2307/1926560openalex-snapshot
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
inferredcites →https://doi.org/10.2307/2330963openalex-snapshot
Options on the Maximum or the Minimum of Several Assets

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3260204openalex-extracted
A 50-Year Retrospect of the Put-Call Parity (PCP) Through Three Questions
inferred← citeshttps://doi.org/10.20454/ijas.2012.388openalex-snapshot
The Algebra of Option Pricing: Theory and Application
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