Access Statistics for Tomas Bjork

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Geometric View of Interest Rate Theory 0 0 1 1,073 0 5 13 2,571
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 1 4 17 712
A Note on the Pricing of Real Estate Index Linked Swaps 0 0 0 342 0 2 7 1,155
Bond markets where prices are driven by a general marked point process 0 0 0 411 0 2 18 1,836
Diversified Portfolios in Continuous Time 0 0 0 300 0 3 10 1,210
Finite dimensional Markovian realizations for stochastic volatility forward rate models 0 0 1 233 0 5 19 691
Interest Rate Dynamics and Consistent Forward Rate Curves 0 1 5 1,380 1 8 41 4,356
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 0 3 8 3,364
Minimal Realizations of Forward Rates 0 0 0 280 0 2 10 1,329
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 1 4 9 416
On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 364 0 0 8 1,039
On the Geometry of Interest Rate Models 0 0 0 603 0 5 22 1,444
On the Term Structure of Futures and Forward Prices 0 0 1 1,192 1 4 21 2,868
On the Timing Option in a Futures Contract 0 0 1 147 1 4 12 570
On the Use of Numeraires in Option pricing 0 0 0 842 3 4 9 1,735
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 310 0 3 13 841
Optimal Investment under Partial Information 0 0 0 32 1 6 19 171
Parameter Estimation and Reverse Martingales 0 0 0 168 0 3 4 1,007
Term Structure Models with Parallel and Proportional Shifts 0 0 0 76 0 3 6 307
Towards a General Theory of Bond Markets 0 0 1 754 0 2 7 2,110
Towards a General Theory of Good Deal Bounds 0 0 0 91 0 3 8 379
Total Working Papers 0 1 10 8,912 9 75 281 30,111

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on Wick products and the fractional Black-Scholes model 0 0 0 34 0 2 11 144
A theory of Markovian time-inconsistent stochastic control in discrete time 0 1 6 77 0 7 28 240
Adaptive prediction and reverse martingales 0 0 1 6 0 1 5 21
Bond Market Structure in the Presence of Marked Point Processes 0 0 2 76 1 3 11 180
Diversified Portfolios in Continuous Time 0 0 0 5 0 0 2 17
Interest Rate Dynamics and Consistent Forward Rate Curves 1 1 2 82 1 4 21 240
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 1 19 1 1 13 122
Minimal realizations of interest rate models 0 0 1 218 0 2 8 969
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 1 1 1 1 1 1 5 15
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 0 15 0 2 5 57
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 0 0 12 49
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 1 2 11 227
On time-inconsistent stochastic control in continuous time 0 0 1 15 2 8 24 101
Optimal investment under partial information 0 0 1 7 0 1 3 39
Parameter estimation and reverse martingales 0 0 0 2 0 3 7 20
Some system theoretic aspects of interest rate theory 0 0 0 29 0 3 8 90
Term Structure Models with Parallel and Proportional Shifts 0 0 0 29 0 0 7 163
Towards a General Theory of Good-Deal Bounds 0 0 0 12 0 0 7 64
Towards a general theory of bond markets (*) 0 0 0 525 0 4 11 1,683
Total Journal Articles 2 3 16 1,222 7 44 199 4,441

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage Theory in Continuous Time 0 0 0 0 10 44 234 2,121
Point Processes and Jump Diffusions 0 0 0 0 1 1 6 47
Time-Inconsistent Control Theory with Finance Applications 0 0 0 0 0 3 12 12
Total Books 0 0 0 0 11 48 252 2,180

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Equilibrium Model 0 0 0 0 0 1 3 3
A Simple Equilibrium Model 0 0 0 0 0 1 2 2
A Time-Inconsistent Equilibrium Model 0 0 0 0 0 2 7 7
A Time-Inconsistent Equilibrium Model 0 0 0 0 0 3 8 8
An Overview of Interest Rate Theory 0 0 0 0 0 0 3 3
Dynamic Programming Theory 0 0 0 0 0 1 1 1
Dynamic Programming Theory 0 0 0 0 0 1 2 2
Extensions and Further Results 0 0 0 0 0 2 5 5
Introduction 0 0 0 0 0 1 4 4
Mean-Variance Control 0 0 0 0 0 2 5 5
Mean-Variance Portfolios 0 0 0 0 0 0 5 5
Non-exponential Discounting 0 0 0 0 1 2 9 9
Non-exponential Discounting 0 0 0 0 0 1 5 5
Optimal Consumption and Investment 0 0 0 0 1 5 6 6
Optimal Stopping in Continuous Time 0 0 0 0 0 4 8 8
Optimal Stopping in Discrete Time 0 0 0 0 1 3 17 17
Special Cases and Extensions 0 0 0 0 0 0 3 3
The Continuous-Time Linear Quadratic Regulator 0 0 0 0 0 2 4 4
The Inconsistent Linear Quadratic Regulator 0 0 0 0 1 1 4 4
The Linear Quadratic Regulator 0 0 0 0 1 3 4 4
Time-Inconsistent Control Theory 0 0 0 0 0 2 8 8
Time-Inconsistent Control Theory 0 0 0 0 0 1 7 7
Time-Inconsistent Regulator Problems 0 0 0 0 1 5 7 7
Time-Inconsistent Stopping Under Distorted Probabilities 0 0 0 0 0 4 11 11
Time-Inconsistent Stopping in Continuous Time 0 0 0 0 1 1 4 4
Time-Inconsistent Stopping in Discrete Time 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 0 7 48 144 144

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Statistics updated 2026-07-10