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 1 1 3 2,559
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 0 0 3 695
A Note on the Pricing of Real Estate Index Linked Swaps 0 0 0 342 0 0 1 1,148
Bond markets where prices are driven by a general marked point process 0 0 0 411 0 0 1 1,818
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 1 1 232 1 2 4 673
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 6 1,375 1 4 19 4,316
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 0 2 8 3,356
Minimal Realizations of Forward Rates 0 0 1 280 0 1 3 1,319
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 0 0 1 407
On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 364 0 0 0 1,031
On the Geometry of Interest Rate Models 0 0 0 603 1 2 5 1,423
On the Term Structure of Futures and Forward Prices 0 0 2 1,191 4 4 8 2,851
On the Timing Option in a Futures Contract 0 1 1 146 0 1 6 558
On the Use of Numeraires in Option pricing 0 0 0 842 0 0 2 1,726
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 310 0 0 0 828
Optimal Investment under Partial Information 0 0 0 32 0 0 4 152
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 0 0 2 301
Towards a General Theory of Bond Markets 0 0 1 753 0 0 3 2,103
Towards a General Theory of Good Deal Bounds 0 0 0 91 0 0 1 371
Total Working Papers 0 2 13 8,902 8 17 75 29,838

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 0 0 133
A theory of Markovian time-inconsistent stochastic control in discrete time 0 1 8 71 0 3 20 212
Adaptive prediction and reverse martingales 0 0 0 5 0 0 1 16
Bond Market Structure in the Presence of Marked Point Processes 0 0 3 74 1 2 6 170
Diversified Portfolios in Continuous Time 0 0 0 5 0 0 1 15
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 6 80 1 2 22 220
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 4 18 1 4 10 110
Minimal realizations of interest rate models 0 0 0 217 0 0 1 961
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 0 0 0 0 0 2 10
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 1 1 15 0 1 2 52
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 2 2 4 39
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 1 1 3 217
On time-inconsistent stochastic control in continuous time 1 1 1 15 1 3 5 78
Optimal investment under partial information 0 0 2 6 0 0 6 36
Parameter estimation and reverse martingales 0 0 1 2 0 0 2 13
Some system theoretic aspects of interest rate theory 0 0 0 29 0 1 1 82
Term Structure Models with Parallel and Proportional Shifts 0 0 0 29 0 0 1 156
Towards a General Theory of Good-Deal Bounds 0 0 0 12 1 1 3 58
Towards a general theory of bond markets (*) 0 0 1 525 2 2 5 1,674
Total Journal Articles 1 3 27 1,207 10 22 95 4,252

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 13 37 199 1,900
Point Processes and Jump Diffusions 0 0 0 0 0 2 13 41
Total Books 0 0 0 0 13 39 212 1,941

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Statistics updated 2025-08-05