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Björk, Tomas
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Christensen, Bent Jesper
2
Gombani, Andrea
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2
Protter, Philip
2
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
The journal of finance : the journal of the American Finance Association
2
Applied mathematical finance
1
Insurance / Mathematics & economics
1
Journal of housing economics
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Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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A simpler characterization of a spectral lower bound on the clique number
Björk, Tomas
;
Davis, Mark H. A.
;
Landén, Camilla
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 267-282
Persistent link: https://www.econbiz.de/10008395229
Saved in:
2
On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas
;
Landén, Camilla
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 303-332
Persistent link: https://www.econbiz.de/10008216351
Saved in:
3
Some system theoretic aspects of interest rate theory
Björk, Tomas
;
Christensen, Bent Jesper
;
Gombani, Andrea
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 17-24
Persistent link: https://www.econbiz.de/10006919616
Saved in:
4
On the Use of Numeraires in Option Pricing
Benninga, Simon
;
Björk, Tomas
;
Wiener, Zvi
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 43-58
Persistent link: https://www.econbiz.de/10005938799
Saved in:
5
BOOK REVIEWS - Arbitrage Theory in Continuous Times
Björk, Tomas
;
Protter, Philip
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 518-520
Persistent link: https://www.econbiz.de/10006571121
Saved in:
6
BOOK REVIEWS - Arbitrage Theory in Continuous Times
Björk, Tomas
;
Protter, Philip
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 518-520
Persistent link: https://www.econbiz.de/10006571141
Saved in:
7
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
Saved in:
8
On the Existence of Finite-Dimensional Realizations for Nonlinear Forward Rate Models
Björk, Tomas
;
Svensson, Lars
- In:
Mathematical finance : an international journal of …
11
(
2001
)
2
,
pp. 205-244
Persistent link: https://www.econbiz.de/10008217115
Saved in:
9
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
Saved in:
10
ARTICLES - Interest Rate Dynamics and Consistent Forward Rate Curves
Björk, Tomas
;
Christensen, Bent Jesper
- In:
Mathematical finance : an international journal of …
9
(
1999
)
4
,
pp. 323-348
Persistent link: https://www.econbiz.de/10008218179
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