Tomas Bjork

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• 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
• 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
• Diversified Portfolios in Continuous Time (RePEc:oup:revfin:v:1:y:1998:i:3:p:361-387.)
  by Tomas Björk & Bertil Näslund
• Arbitrage Theory in Continuous Time (RePEc:oxp:obooks:9780199574742)
  by Bjork, Tomas
• 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
• 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
• 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
• 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