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On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas; Landén, Camilla - In: Finance and stochastics 6 (2002) 3, pp. 303-331
Persistent link: https://www.econbiz.de/10001680671
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Bond pricing in a hidden Markov model of the short rate
Landén, Camilla - In: Finance and stochastics 4 (2000) 4, pp. 371-389
Persistent link: https://www.econbiz.de/10001538315
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Minimal realizations of interest rate models
Björk, Tomas; Gombani, Andrea - In: Finance and stochastics 3 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10001412162
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Towards a general theory of bond markets
Björk, Tomas (contributor) - In: Finance and stochastics 1 (1997) 2, pp. 141-174
Persistent link: https://www.econbiz.de/10001217942
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - In: Finance and stochastics 9 (2005) 2, pp. 197-210
Persistent link: https://www.econbiz.de/10008214424
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Minimal realizations of interest rate models
Björk, Tomas; Gombani, Andrea - In: Finance and stochastics 3 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10008218047
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - In: Finance and stochastics 9 (2005) 2, pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
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Special issue in memory of Tomas Björk
Björk, Tomas (honouree) - 2023
Persistent link: https://www.econbiz.de/10014426409
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A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas; Murgoci, Agatha - In: Finance and stochastics 18 (2014) 3, pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
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On time-inconsistent stochastic control in continuous time
Björk, Tomas; Khapko, Mariana; Murgoci, Agatha - In: Finance and stochastics 21 (2017) 2, pp. 331-360
Persistent link: https://www.econbiz.de/10011944378