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 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 1 1 2 1,819
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 3 5 674
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 4 1,375 0 1 17 4,316
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 0 0 7 3,356
Minimal Realizations of Forward Rates 0 0 1 280 0 0 3 1,319
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 1 1 2 408
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 3 6 1,424
On the Term Structure of Futures and Forward Prices 1 1 2 1,192 1 5 7 2,852
On the Timing Option in a Futures Contract 0 1 1 146 1 2 6 559
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 1 3 11 8,903 6 17 75 29,844

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 1 1 1 134
A theory of Markovian time-inconsistent stochastic control in discrete time 0 0 7 71 3 4 20 215
Adaptive prediction and reverse martingales 1 1 1 6 1 1 2 17
Bond Market Structure in the Presence of Marked Point Processes 0 0 2 74 0 2 5 170
Diversified Portfolios in Continuous Time 0 0 0 5 0 0 1 15
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 5 80 0 1 20 220
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 4 18 0 3 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 0 1 15 1 1 3 53
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 0 2 4 39
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 1 2 4 218
On time-inconsistent stochastic control in continuous time 0 1 1 15 0 1 5 78
Optimal investment under partial information 1 1 3 7 1 1 7 37
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 0 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 0 1 3 58
Towards a general theory of bond markets (*) 0 0 1 525 0 2 5 1,674
Total Journal Articles 2 3 26 1,209 8 22 97 4,260

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 20 43 203 1,920
Point Processes and Jump Diffusions 0 0 0 0 0 1 12 41
Total Books 0 0 0 0 20 44 215 1,961

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Statistics updated 2025-09-05