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 3 4 9 2,565
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 3 8 12 705
A Note on the Pricing of Real Estate Index Linked Swaps 0 0 0 342 2 4 4 1,152
Bond markets where prices are driven by a general marked point process 0 0 0 411 7 11 13 1,830
Diversified Portfolios in Continuous Time 0 0 0 300 5 7 7 1,207
Finite dimensional Markovian realizations for stochastic volatility forward rate models 0 0 1 232 6 8 13 683
Interest Rate Dynamics and Consistent Forward Rate Curves 2 3 6 1,378 10 19 36 4,341
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 3 3 10 3,360
Minimal Realizations of Forward Rates 0 0 0 280 4 6 7 1,325
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 0 1 4 410
On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 364 3 4 4 1,035
On the Geometry of Interest Rate Models 0 0 0 603 7 11 18 1,436
On the Term Structure of Futures and Forward Prices 0 0 2 1,192 7 9 16 2,862
On the Timing Option in a Futures Contract 0 0 1 146 4 4 6 563
On the Use of Numeraires in Option pricing 0 0 0 842 1 4 4 1,730
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 310 5 9 9 837
Optimal Investment under Partial Information 0 0 0 32 5 10 13 164
Parameter Estimation and Reverse Martingales 0 0 0 168 0 1 1 1,004
Term Structure Models with Parallel and Proportional Shifts 0 0 0 76 0 0 2 302
Towards a General Theory of Bond Markets 0 0 1 754 2 3 4 2,107
Towards a General Theory of Good Deal Bounds 0 0 0 91 2 4 5 376
Total Working Papers 2 3 12 8,908 79 130 197 29,994

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 4 5 7 140
A theory of Markovian time-inconsistent stochastic control in discrete time 2 3 4 74 7 12 23 228
Adaptive prediction and reverse martingales 0 0 1 6 1 3 4 20
Bond Market Structure in the Presence of Marked Point Processes 0 1 2 76 1 4 8 176
Diversified Portfolios in Continuous Time 0 0 0 5 0 1 2 17
Interest Rate Dynamics and Consistent Forward Rate Curves 1 1 2 81 8 13 23 234
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 0 18 5 8 13 118
Minimal realizations of interest rate models 0 1 1 218 2 5 7 967
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 0 0 0 3 4 5 14
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 1 15 1 2 4 55
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 7 9 13 48
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 2 3 7 222
On time-inconsistent stochastic control in continuous time 0 0 1 15 6 12 15 90
Optimal investment under partial information 0 0 1 7 1 1 4 38
Parameter estimation and reverse martingales 0 0 0 2 2 3 4 17
Some system theoretic aspects of interest rate theory 0 0 0 29 4 4 5 86
Term Structure Models with Parallel and Proportional Shifts 0 0 0 29 3 6 8 163
Towards a General Theory of Good-Deal Bounds 0 0 0 12 1 3 5 62
Towards a general theory of bond markets (*) 0 0 0 525 1 2 8 1,679
Total Journal Articles 3 6 13 1,216 59 100 165 4,374

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 28 75 207 2,026
Point Processes and Jump Diffusions 0 0 0 0 4 4 7 45
Time-Inconsistent Control Theory with Finance Applications 0 0 0 0 5 6 6 6
Total Books 0 0 0 0 37 85 220 2,077

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 1 1 1 1
A Time-Inconsistent Equilibrium Model 0 0 0 0 2 2 4 4
A Time-Inconsistent Equilibrium Model 0 0 0 0 3 5 5 5
An Overview of Interest Rate Theory 0 0 0 0 1 1 1 1
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 1 1 3 3
Introduction 0 0 0 0 2 2 2 2
Mean-Variance Control 0 0 0 0 1 3 3 3
Mean-Variance Portfolios 0 0 0 0 1 3 3 3
Non-exponential Discounting 0 0 0 0 3 3 3 3
Non-exponential Discounting 0 0 0 0 3 4 6 6
Optimal Consumption and Investment 0 0 0 0 0 1 1 1
Optimal Stopping in Continuous Time 0 0 0 0 3 3 4 4
Optimal Stopping in Discrete Time 0 0 0 0 3 5 6 6
Special Cases and Extensions 0 0 0 0 2 2 2 2
The Continuous-Time Linear Quadratic Regulator 0 0 0 0 2 2 2 2
The Inconsistent Linear Quadratic Regulator 0 0 0 0 1 1 2 2
The Linear Quadratic Regulator 0 0 0 0 1 1 1 1
Time-Inconsistent Control Theory 0 0 0 0 3 3 4 4
Time-Inconsistent Control Theory 0 0 0 0 2 4 4 4
Time-Inconsistent Regulator Problems 0 0 0 0 2 2 2 2
Time-Inconsistent Stopping Under Distorted Probabilities 0 0 0 0 1 4 4 4
Time-Inconsistent Stopping in Continuous Time 0 0 0 0 2 2 2 2
Time-Inconsistent Stopping in Discrete Time 0 0 0 0 1 1 1 1
Total Chapters 0 0 0 0 41 56 66 66

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Statistics updated 2026-02-12