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 0 1,072 0 0 2 2,556
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 1 2 5 694
A Note on the Pricing of Real Estate Index Linked Swaps 0 0 0 342 0 1 1 1,148
Bond markets where prices are driven by a general marked point process 0 0 1 411 0 0 1 1,817
Diversified Portfolios in Continuous Time 0 0 1 300 0 0 1 1,200
Finite dimensional Markovian realizations for stochastic volatility forward rate models 0 0 0 231 0 0 1 670
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 5 1,372 2 4 19 4,307
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 2 2 12 3,352
Minimal Realizations of Forward Rates 0 0 1 280 0 0 4 1,318
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 0 0 1 406
On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 364 0 0 1 1,031
On the Geometry of Interest Rate Models 0 0 0 603 1 1 3 1,419
On the Term Structure of Futures and Forward Prices 0 0 1 1,190 0 0 5 2,846
On the Timing Option in a Futures Contract 0 0 0 145 0 1 6 557
On the Use of Numeraires in Option pricing 0 0 0 842 0 2 6 1,726
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 310 0 0 1 828
Optimal Investment under Partial Information 0 0 0 32 1 3 5 152
Parameter Estimation and Reverse Martingales 0 0 0 168 0 0 0 1,003
Term Structure Models with Parallel and Proportional Shifts 0 0 0 76 1 2 2 301
Towards a General Theory of Bond Markets 0 0 1 753 0 1 4 2,103
Towards a General Theory of Good Deal Bounds 0 0 0 91 0 1 1 371
Total Working Papers 0 0 10 8,896 8 20 81 29,805

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 2 34 0 0 4 133
A theory of Markovian time-inconsistent stochastic control in discrete time 0 3 11 70 0 4 25 205
Adaptive prediction and reverse martingales 0 0 0 5 0 0 1 16
Bond Market Structure in the Presence of Marked Point Processes 0 2 5 74 0 3 9 168
Diversified Portfolios in Continuous Time 0 0 0 5 0 0 2 15
Interest Rate Dynamics and Consistent Forward Rate Curves 0 2 12 79 1 6 28 212
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 5 18 0 0 8 105
Minimal realizations of interest rate models 0 0 0 217 0 0 0 960
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 0 0 0 0 0 2 9
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 0 14 0 0 3 51
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 1 12 0 0 2 35
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 0 0 3 215
On time-inconsistent stochastic control in continuous time 0 0 0 14 0 0 5 75
Optimal investment under partial information 0 2 3 6 1 4 6 35
Parameter estimation and reverse martingales 0 0 1 2 0 0 2 13
Some system theoretic aspects of interest rate theory 0 0 1 29 0 0 1 81
Term Structure Models with Parallel and Proportional Shifts 0 0 0 29 1 1 1 156
Towards a General Theory of Good-Deal Bounds 0 0 1 12 0 1 3 57
Towards a general theory of bond markets (*) 0 0 1 525 1 2 3 1,672
Total Journal Articles 0 9 43 1,203 4 21 108 4,213

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 25 65 203 1,844
Point Processes and Jump Diffusions 0 0 0 0 1 4 14 39
Total Books 0 0 0 0 26 69 217 1,883

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Statistics updated 2025-03-03