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 1 1 1,073 1 3 6 2,562
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 0 2 5 697
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 2 2 4 1,821
Diversified Portfolios in Continuous Time 0 0 0 300 1 1 1 1,201
Finite dimensional Markovian realizations for stochastic volatility forward rate models 0 0 1 232 1 2 6 676
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 3 1,375 4 10 23 4,326
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 0 1 7 3,357
Minimal Realizations of Forward Rates 0 0 0 280 2 2 3 1,321
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 0 1 3 409
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 8 1,426
On the Term Structure of Futures and Forward Prices 0 0 2 1,192 1 2 8 2,854
On the Timing Option in a Futures Contract 0 0 1 146 0 0 3 559
On the Use of Numeraires in Option pricing 0 0 0 842 3 3 5 1,729
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 310 3 3 3 831
Optimal Investment under Partial Information 0 0 0 32 3 5 8 157
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 1 3 302
Towards a General Theory of Bond Markets 0 1 1 754 0 1 2 2,104
Towards a General Theory of Good Deal Bounds 0 0 0 91 1 2 3 373
Total Working Papers 0 2 9 8,905 23 43 102 29,887

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 1 2 135
A theory of Markovian time-inconsistent stochastic control in discrete time 0 0 4 71 3 4 18 219
Adaptive prediction and reverse martingales 0 0 1 6 1 1 2 18
Bond Market Structure in the Presence of Marked Point Processes 0 1 3 75 1 3 8 173
Diversified Portfolios in Continuous Time 0 0 0 5 1 2 2 17
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 3 80 1 2 16 222
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 0 18 1 1 6 111
Minimal realizations of interest rate models 1 1 1 218 2 3 4 964
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 0 0 0 0 0 1 10
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 1 15 0 0 2 53
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 2 2 6 41
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 1 2 5 220
On time-inconsistent stochastic control in continuous time 0 0 1 15 2 2 5 80
Optimal investment under partial information 0 0 3 7 0 0 6 37
Parameter estimation and reverse martingales 0 0 0 2 1 2 2 15
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 1 2 157
Towards a General Theory of Good-Deal Bounds 0 0 0 12 1 2 4 60
Towards a general theory of bond markets (*) 0 0 0 525 0 3 7 1,677
Total Journal Articles 1 2 17 1,211 17 31 99 4,291

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 21 52 193 1,972
Point Processes and Jump Diffusions 0 0 0 0 0 0 6 41
Time-Inconsistent Control Theory with Finance Applications 0 0 0 0 0 0 0 0
Total Books 0 0 0 0 21 52 199 2,013

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 0 0 0
A Simple Equilibrium Model 0 0 0 0 0 0 0 0
A Time-Inconsistent Equilibrium Model 0 0 0 0 2 2 2 2
A Time-Inconsistent Equilibrium Model 0 0 0 0 0 2 2 2
Dynamic Programming Theory 0 0 0 0 0 0 0 0
Dynamic Programming Theory 0 0 0 0 0 0 0 0
Extensions and Further Results 0 0 0 0 0 2 2 2
Introduction 0 0 0 0 0 0 0 0
Mean-Variance Control 0 0 0 0 1 1 1 1
Mean-Variance Portfolios 0 0 0 0 2 2 2 2
Non-exponential Discounting 0 0 0 0 0 2 2 2
Non-exponential Discounting 0 0 0 0 0 0 0 0
Optimal Consumption and Investment 0 0 0 0 0 0 0 0
Optimal Stopping in Continuous Time 0 0 0 0 0 1 1 1
Optimal Stopping in Discrete Time 0 0 0 0 2 3 3 3
Special Cases and Extensions 0 0 0 0 0 0 0 0
The Continuous-Time Linear Quadratic Regulator 0 0 0 0 0 0 0 0
The Inconsistent Linear Quadratic Regulator 0 0 0 0 0 1 1 1
The Linear Quadratic Regulator 0 0 0 0 0 0 0 0
Time-Inconsistent Control Theory 0 0 0 0 1 1 1 1
Time-Inconsistent Control Theory 0 0 0 0 0 1 1 1
Time-Inconsistent Regulator Problems 0 0 0 0 0 0 0 0
Time-Inconsistent Stopping Under Distorted Probabilities 0 0 0 0 0 0 0 0
Time-Inconsistent Stopping in Continuous Time 0 0 0 0 0 0 0 0
Time-Inconsistent Stopping in Discrete Time 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 8 18 18 18

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Statistics updated 2025-12-06