Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Jevgenijs Ivanovs

Power Identities for Lévy Risk Models Under Taxation and Capital Injections

Stochastic Systems

English

Related publications

Asymptotic Ruin Probabilities of the Lévy Insurance Model Under Periodic Taxation

English

Risk Taking and Taxation in Complete Capital Markets

GENEVA Risk and Insurance Review

English

Venture Capital and Capital Gains Taxation

English

Efficient Static Replication of European Options Under Exponential Lévy Models

Journal of Futures Markets

English

The Uneasy Case for Capital Taxation

Social Philosophy and Policy

Social Sciences

English

Investment Effects of Capital Gains Taxation Under Simultaneous Investment and Abandonment Flexibility

SSRN Electronic Journal

English

Optimal Indirect and Capital Taxation

English

Optimal Capital Taxation for Time-Nonseparable Preferences

SSRN Electronic Journal

English

Nonparametric Estimation of Time-Changed Lévy Models Under High-Frequency Data

Advances in Applied Probability

Applied Mathematics

English