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Term structure models with parallel and proportional shifts
Armerin, Fredrik; Jensen, Bjarne Astrup; Björk, Tomas - In: Applied mathematical finance 14 (2007) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10003543032
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Term structure models with parallel and proportional shifts
Armerin, Fredrik (contributor); Björk, Tomas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003169937
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Valuation of real options in incomplete models : an implied yield approach
Armerin, Fredrik; Song, Han-suck - In: Fuzzy economic review : the review of the International … 23 (2018) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10012064852
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The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
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Energy options in an HJM framework
Lyse Hansen, Thomas (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002507098
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Interest rate theory : CIME lectures 1996
Björk, Tomas - 1996
Persistent link: https://www.econbiz.de/10000953741
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Interest rate theory
Björk, Tomas - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 53-122). 1997
Persistent link: https://www.econbiz.de/10001321238
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On the geometry of interest rate models
Björk, Tomas - In: Paris Princeton lectures on mathematical finance 2 (2003), pp. 133-215
Persistent link: https://www.econbiz.de/10009357100
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An overview of interest rate theory
Björk, Tomas - In: Handbook of financial time series, (pp. 615-651). 2009
Persistent link: https://www.econbiz.de/10003834191