| Arbitrage theory in continuous time T Björk Oxford university press, 2009 | 3919 | 2009 |
| Mean–variance portfolio optimization with state‐dependent risk aversion T Björk, A Murgoci, XY Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014 | 551 | 2014 |
| Interest rate dynamics and consistent forward rate curves T Björk, BJ Christensen Mathematical Finance 9 (4), 323-348, 1999 | 488 | 1999 |
| Bond market structure in the presence of marked point processes T Björk, Y Kabanov, W Runggaldier Mathematical Finance 7 (2), 211-239, 1997 | 461 | 1997 |
| A general theory of Markovian time inconsistent stochastic control problems T Bjork, A Murgoci Available at SSRN 1694759, 2010 | 425 | 2010 |
| On time-inconsistent stochastic control in continuous time T Björk, M Khapko, A Murgoci Finance and Stochastics 21, 331-360, 2017 | 316 | 2017 |
| Towards a general theory of bond markets T Björk, G Di Masi, Y Kabanov, W Runggaldier Finance and Stochastics 1, 141-174, 1997 | 288 | 1997 |
| A note on Wick products and the fractional Black-Scholes model T Björk, H Hult Finance and Stochastics 9, 197-209, 2005 | 275 | 2005 |
| A theory of Markovian time-inconsistent stochastic control in discrete time T Björk, A Murgoci Finance and Stochastics 18, 545-592, 2014 | 236 | 2014 |
| Non-linear pricing theory and backward stochastic differential equations B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, N El Karoui, ... Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 191 | 1997 |
| On the existence of finite‐dimensional realizations for nonlinear forward rate models T Björk, L Svensson Mathematical Finance 11 (2), 205-243, 2001 | 189 | 2001 |
| Interest rate theory B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, T Björk Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 163 | 1997 |
| Optimal investment under partial information T Björk, MHA Davis, C Landén Mathematical Methods of Operations Research 71, 371-399, 2010 | 149 | 2010 |
| Towards a general theory of good-deal bounds T Björk, I Slinko Review of Finance 10 (2), 221-260, 2006 | 140 | 2006 |
| Hedging of defaultable claims TR Bielecki, T Björk, M Jeanblanc, M Rutkowski, JA Scheinkman, W Xiong, ... Paris-Princeton Lectures on Mathematical Finance 2003, 1-132, 2004 | 138 | 2004 |
| Heterogeneous beliefs, speculation and trading in financial markets TR Bielecki, T Björk, M Jeanblanc, M Rutkowski, JA Scheinkman, W Xiong, ... Paris-Princeton lectures on mathematical finance 2003, 217-250, 2004 | 133 | 2004 |
| Minimal realizations of interest rate models T Björk, A Gombani Finance and Stochastics 3, 413-432, 1999 | 115* | 1999 |
| Finite dimensional optimal filters for a class of ltô-processes with jumping parameters T Björk Stochastics: an international journal of probability and stochastic …, 1980 | 109 | 1980 |
| Exponential inequalities for ruin probabilities in the Cox case T Björk, J Grandell Scandinavian Actuarial Journal 1988 (1-3), 77-111, 1988 | 100 | 1988 |
| On the construction of finite dimensional realizations for nonlinear forward rate models T Björk, C Landén Finance and Stochastics 6, 303-331, 2002 | 99 | 2002 |
