Tomas Bjork
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Contact
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+46-8-7369162 |
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Department of Finance
Stockholm School of Economics
P.O. Box 6501
SE-113 83 Stockholm
SWEDEN |
Affiliations
Research profile
author of:
- On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models (repec:bla:mathfi:v:11:y:2001:i:2:p:205-243)
by Tomas Björk & Lars Svensson - On The Timing Option In A Futures Contract (repec:bla:mathfi:v:17:y:2007:i:2:p:267-283)
by Francesca Biagini & Tomas Björk - Mean–Variance Portfolio Optimization With State-Dependent Risk Aversion (repec:bla:mathfi:v:24:y:2014:i:1:p:1-24)
by Tomas Björk & Agatha Murgoci & Xun Yu Zhou - Bond Market Structure in the Presence of Marked Point Processes (repec:bla:mathfi:v:7:y:1997:i:2:p:211-239)
by Tomas Björk & Yuri Kabanov & Wolfgang Runggaldier - Interest Rate Dynamics and Consistent Forward Rate Curves (repec:bla:mathfi:v:9:y:1999:i:4:p:323-348)
by Tomas Björk & Bent Jesper Christensen - Point Processes and Jump Diffusions (repec:cup:cbooks:9781316518670)
by Björk,Tomas - Some system theoretic aspects of interest rate theory (repec:eee:insuma:v:22:y:1998:i:1:p:17-23)
by Bjork, Tomas & Christensen, Bent Jesper & Gombani, Andrea - Adaptive prediction and reverse martingales (repec:eee:spapps:v:43:y:1992:i:2:p:191-222)
by Björk, Tomas & Johansson, Björn - Parameter estimation and reverse martingales (repec:eee:spapps:v:63:y:1996:i:2:p:235-263)
by Björk, Tomas & Johansson, Björn - Term Structure Models with Parallel and Proportional Shifts (repec:hhs:cbsfin:2005_005)
by Armerin, Frederik & Björk, Tomas & Jensen, Bjarne Astrup - Parameter Estimation and Reverse Martingales (repec:hhs:hastef:0079)
by Björk, Tomas & Johansson, Bjorn - Bond markets where prices are driven by a general marked point process (repec:hhs:hastef:0088)
by Björk, T. & Kabanov, Y. & Runggaldier, W. - Diversified Portfolios in Continuous Time (repec:hhs:hastef:0122)
by Björk, Tomas & Näslund, Bertil - Interest Rate Theory - CIME Lectures 1996 (repec:hhs:hastef:0133)
by Björk, Tomas - Towards a General Theory of Bond Markets (repec:hhs:hastef:0143)
by Björk, Tomas & di Masi, Giovanni & Kabanov, Yuri & Runggaldier, Wolfgang - Minimal Realizations of Forward Rates (repec:hhs:hastef:0182)
by Björk, Tomas & Gombani, Andrea - Interest Rate Dynamics and Consistent Forward Rate Curves (repec:hhs:hastef:0209)
by Björk, Tomas & Christensen, Bent Jesper - On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models (repec:hhs:hastef:0338)
by Björk, Tomas & Svensson, Lars - On the Term Structure of Futures and Forward Prices (repec:hhs:hastef:0417)
by Björk, Tomas & Landen, Camilla - A Geometric View of Interest Rate Theory (repec:hhs:hastef:0419)
by Björk, Tomas - On the construction of finite dimensional realizations for nonlinear forward rate models (repec:hhs:hastef:0420)
by Björk, Tomas & Landen, Camilla - On the Use of Numeraires in Option pricing (repec:hhs:hastef:0484)
by Benninga, Simon & Björk, Tomas & Wiener, Zvi - A Note on the Pricing of Real Estate Index Linked Swaps (repec:hhs:hastef:0492)
by Björk, Tomas & Clapham, Eric - Finite dimensional Markovian realizations for stochastic volatility forward rate models (repec:hhs:hastef:0498)
by Björk, Tomas & Landén, Camilla & Svensson, Lars - On the Geometry of Interest Rate Models (repec:hhs:hastef:0545)
by Björk, Tomas - Towards a General Theory of Good Deal Bounds (repec:hhs:hastef:0595)
by Björk, Tomas & Slinko, Irina - A Note on Wick Products and the Fractional Black-Scholes Model (repec:hhs:hastef:0596)
by Björk, Tomas & Hult, Henrik - On the Timing Option in a Futures Contract (repec:hhs:hastef:0619)
by Björk, Tomas & Biagini, Francesca - On finite dimensional realizations for the term structure of futures prices (repec:hhs:hastef:0620)
by Björk, Tomas & Blix, Magnus & Landen, Camilla - Optimal Investment under Partial Information (repec:hhs:hastef:0739)
by Björk, Tomas & Davis, Mark H.A. & Landén, Camilla - Diversified Portfolios in Continuous Time (repec:oup:revfin:v:1:y:1998:i:3:p:361-387.)
by Tomas Björk & Bertil Näslund - Towards a General Theory of Good-Deal Bounds (repec:oup:revfin:v:10:y:2006:i:2:p:221-260)
by Tomas Björk & Irina Slinko - Arbitrage Theory in Continuous Time (repec:oxp:obooks:9780199574742)
by Bjork, Tomas - Towards a general theory of bond markets (*) (repec:spr:finsto:v:1:y:1997:i:2:p:141-174)
by Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov - A theory of Markovian time-inconsistent stochastic control in discrete time (repec:spr:finsto:v:18:y:2014:i:3:p:545-592)
by Tomas Björk & Agatha Murgoci - On time-inconsistent stochastic control in continuous time (repec:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-017-0327-5)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Minimal realizations of interest rate models (repec:spr:finsto:v:3:y:1999:i:4:p:413-432)
by Tomas BjÃrk & Andrea Gombani - On the construction of finite dimensional realizations for nonlinear forward rate models (repec:spr:finsto:v:6:y:2002:i:3:p:303-331)
by Camilla Landén & Tomas Björk - A note on Wick products and the fractional Black-Scholes model (repec:spr:finsto:v:9:y:2005:i:2:p:197-209)
by Tomas Björk & Henrik Hult - Optimal investment under partial information (repec:spr:mathme:v:71:y:2010:i:2:p:371-399)
by Tomas Björk & Mark Davis & Camilla Landén - Introduction (repec:spr:sprfcp:978-3-030-81843-2_1)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - A Time-Inconsistent Equilibrium Model (repec:spr:sprfcp:978-3-030-81843-2_10)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Dynamic Programming Theory (repec:spr:sprfcp:978-3-030-81843-2_11)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - The Continuous-Time Linear Quadratic Regulator (repec:spr:sprfcp:978-3-030-81843-2_12)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Optimal Consumption and Investment (repec:spr:sprfcp:978-3-030-81843-2_13)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - A Simple Equilibrium Model (repec:spr:sprfcp:978-3-030-81843-2_14)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Time-Inconsistent Control Theory (repec:spr:sprfcp:978-3-030-81843-2_15)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Special Cases and Extensions (repec:spr:sprfcp:978-3-030-81843-2_16)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Non-exponential Discounting (repec:spr:sprfcp:978-3-030-81843-2_17)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Mean-Variance Control (repec:spr:sprfcp:978-3-030-81843-2_18)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - The Inconsistent Linear Quadratic Regulator (repec:spr:sprfcp:978-3-030-81843-2_19)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Dynamic Programming Theory (repec:spr:sprfcp:978-3-030-81843-2_2)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - A Time-Inconsistent Equilibrium Model (repec:spr:sprfcp:978-3-030-81843-2_20)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Optimal Stopping in Discrete Time (repec:spr:sprfcp:978-3-030-81843-2_21)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Optimal Stopping in Continuous Time (repec:spr:sprfcp:978-3-030-81843-2_22)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Time-Inconsistent Stopping in Discrete Time (repec:spr:sprfcp:978-3-030-81843-2_23)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Time-Inconsistent Stopping in Continuous Time (repec:spr:sprfcp:978-3-030-81843-2_24)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Time-Inconsistent Stopping Under Distorted Probabilities (repec:spr:sprfcp:978-3-030-81843-2_25)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - The Linear Quadratic Regulator (repec:spr:sprfcp:978-3-030-81843-2_3)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - A Simple Equilibrium Model (repec:spr:sprfcp:978-3-030-81843-2_4)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Time-Inconsistent Control Theory (repec:spr:sprfcp:978-3-030-81843-2_5)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Extensions and Further Results (repec:spr:sprfcp:978-3-030-81843-2_6)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Non-exponential Discounting (repec:spr:sprfcp:978-3-030-81843-2_7)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Mean-Variance Portfolios (repec:spr:sprfcp:978-3-030-81843-2_8)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Time-Inconsistent Regulator Problems (repec:spr:sprfcp:978-3-030-81843-2_9)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Time-Inconsistent Control Theory with Finance Applications (repec:spr:sprfln:978-3-030-81843-2)
by Tomas Björk & Mariana Khapko & Agatha Murgoci - Term Structure Models with Parallel and Proportional Shifts (repec:taf:apmtfi:v:14:y:2007:i:3:p:243-260)
by Fredrik Armerin & Bjarne Astrup Jensen & Tomas Bjork - On Finite Dimensional Realizations For The Term Structure Of Futures Prices (repec:wsi:ijtafx:v:09:y:2006:i:03:n:s0219024906003639)
by Tomas Björk & Magnus Blix & Camilla Landén