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Tomas Björk
Tomas Björk
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Title
Cited by
Cited by
Year
Arbitrage theory in continuous time
T Björk
Oxford university press, 2009
38042009
Mean–variance portfolio optimization with state‐dependent risk aversion
T Björk, A Murgoci, XY Zhou
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014
5142014
Bond market structure in the presence of marked point processes
T Björk, Y Kabanov, W Runggaldier
Mathematical Finance 7 (2), 211-239, 1997
4711997
Interest rate dynamics and consistent forward rate curves
T Björk, BJ Christensen
Mathematical Finance 9 (4), 323-348, 1999
4601999
A general theory of Markovian time inconsistent stochastic control problems
T Bjork, A Murgoci
Available at SSRN 1694759, 2010
4072010
Towards a general theory of bond markets
T Björk, G Di Masi, Y Kabanov, W Runggaldier
Finance and Stochastics 1, 141-174, 1997
2921997
On time-inconsistent stochastic control in continuous time
T Björk, M Khapko, A Murgoci
Finance and Stochastics 21, 331-360, 2017
2852017
A note on Wick products and the fractional Black-Scholes model
T Björk, H Hult
Finance and Stochastics 9, 197-209, 2005
2612005
A theory of Markovian time-inconsistent stochastic control in discrete time
T Björk, A Murgoci
Finance and Stochastics 18, 545-592, 2014
2132014
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
1991997
On the existence of finite‐dimensional realizations for nonlinear forward rate models
T Björk, L Svensson
Mathematical Finance 11 (2), 205-243, 2001
1802001
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
1651997
Optimal investment under partial information
T Björk, MHA Davis, C Landén
Mathematical Methods of Operations Research 71, 371-399, 2010
1482010
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
1392004
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
1372004
Towards a general theory of good-deal bounds
T Björk, I Slinko
Review of Finance 10 (2), 221-260, 2006
1352006
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
1051980
On the construction of finite dimensional realizations for nonlinear forward rate models
T Björk, C Landén
Finance and Stochastics 6, 303-331, 2002
962002
Exponential inequalities for ruin probabilities in the Cox case
T Björk, J Grandell
Scandinavian Actuarial Journal 1988 (1-3), 77-111, 1988
951988
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Articles 1–20