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 1 1 13 2,572
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 1 2 18 713
A Note on the Pricing of Real Estate Index Linked Swaps 0 0 0 342 0 0 7 1,155
Bond markets where prices are driven by a general marked point process 0 0 0 411 0 0 17 1,836
Diversified Portfolios in Continuous Time 0 0 0 300 0 0 10 1,210
Finite dimensional Markovian realizations for stochastic volatility forward rate models 0 0 1 233 0 0 17 691
Interest Rate Dynamics and Consistent Forward Rate Curves 1 1 6 1,381 2 3 42 4,358
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 0 0 8 3,364
Minimal Realizations of Forward Rates 0 0 0 280 0 0 10 1,329
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 0 1 8 416
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 0 20 1,444
On the Term Structure of Futures and Forward Prices 0 0 0 1,192 0 1 16 2,868
On the Timing Option in a Futures Contract 0 0 1 147 0 1 11 570
On the Use of Numeraires in Option pricing 0 0 0 842 0 4 10 1,736
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 310 0 2 15 843
Optimal Investment under Partial Information 0 0 0 32 1 2 20 172
Parameter Estimation and Reverse Martingales 0 0 0 168 1 1 5 1,008
Term Structure Models with Parallel and Proportional Shifts 0 0 0 76 0 0 6 307
Towards a General Theory of Bond Markets 0 0 1 754 0 0 7 2,110
Towards a General Theory of Good Deal Bounds 0 0 0 91 0 1 9 380
Total Working Papers 1 1 10 8,913 6 19 277 30,121

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 10 144
A theory of Markovian time-inconsistent stochastic control in discrete time 1 2 8 79 1 3 28 243
Adaptive prediction and reverse martingales 0 0 0 6 0 0 4 21
Bond Market Structure in the Presence of Marked Point Processes 0 0 2 76 1 3 12 182
Diversified Portfolios in Continuous Time 0 0 0 5 0 1 3 18
Interest Rate Dynamics and Consistent Forward Rate Curves 0 1 2 82 1 2 21 241
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 1 19 2 3 14 124
Minimal realizations of interest rate models 0 0 1 218 0 1 9 970
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 1 1 1 0 2 6 16
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 0 15 0 0 4 57
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 1 1 11 50
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 0 2 10 228
On time-inconsistent stochastic control in continuous time 0 2 2 17 0 5 26 104
Optimal investment under partial information 0 0 0 7 0 0 2 39
Parameter estimation and reverse martingales 0 0 0 2 2 2 9 22
Some system theoretic aspects of interest rate theory 0 0 0 29 1 2 10 92
Term Structure Models with Parallel and Proportional Shifts 0 0 0 29 1 1 8 164
Towards a General Theory of Good-Deal Bounds 0 0 0 12 0 0 6 64
Towards a general theory of bond markets (*) 0 0 0 525 0 0 9 1,683
Total Journal Articles 1 6 17 1,226 10 28 202 4,462

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 19 33 224 2,144
Point Processes and Jump Diffusions 0 0 0 0 1 2 7 48
Time-Inconsistent Control Theory with Finance Applications 0 0 0 0 1 1 13 13
Total Books 0 0 0 0 21 36 244 2,205

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 1 1 4 4
A Simple Equilibrium Model 0 0 0 0 0 0 2 2
A Time-Inconsistent Equilibrium Model 0 0 0 0 1 1 9 9
A Time-Inconsistent Equilibrium Model 0 0 0 0 1 1 8 8
An Overview of Interest Rate Theory 0 0 0 0 0 0 3 3
Dynamic Programming Theory 0 0 0 0 1 1 3 3
Dynamic Programming Theory 0 0 0 0 0 0 1 1
Extensions and Further Results 0 0 0 0 0 0 5 5
Introduction 0 0 0 0 1 1 5 5
Mean-Variance Control 0 0 0 0 1 1 6 6
Mean-Variance Portfolios 0 0 0 0 0 0 5 5
Non-exponential Discounting 0 0 0 0 1 2 10 10
Non-exponential Discounting 0 0 0 0 0 0 5 5
Optimal Consumption and Investment 0 0 0 0 0 1 6 6
Optimal Stopping in Continuous Time 0 0 0 0 1 2 10 10
Optimal Stopping in Discrete Time 0 0 0 0 0 1 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 0 4 4
The Inconsistent Linear Quadratic Regulator 0 0 0 0 0 1 4 4
The Linear Quadratic Regulator 0 0 0 0 0 2 5 5
Time-Inconsistent Control Theory 0 0 0 0 0 1 8 8
Time-Inconsistent Control Theory 0 0 0 0 1 2 10 10
Time-Inconsistent Regulator Problems 0 0 0 0 0 1 7 7
Time-Inconsistent Stopping Under Distorted Probabilities 0 0 0 0 0 1 12 12
Time-Inconsistent Stopping in Continuous Time 0 0 0 0 0 1 4 4
Time-Inconsistent Stopping in Discrete Time 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 0 9 21 158 158

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Statistics updated 2026-09-10