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 11 2,569
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 1 4 14 709
A Note on the Pricing of Real Estate Index Linked Swaps 0 0 0 342 1 2 6 1,154
Bond markets where prices are driven by a general marked point process 0 0 0 411 1 5 17 1,835
Diversified Portfolios in Continuous Time 0 0 0 300 2 2 9 1,209
Finite dimensional Markovian realizations for stochastic volatility forward rate models 0 1 2 233 3 6 18 689
Interest Rate Dynamics and Consistent Forward Rate Curves 0 1 4 1,379 4 11 40 4,352
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 2 3 9 3,363
Minimal Realizations of Forward Rates 0 0 0 280 2 4 11 1,329
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 2 4 7 414
On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 364 0 4 8 1,039
On the Geometry of Interest Rate Models 0 0 0 603 4 7 22 1,443
On the Term Structure of Futures and Forward Prices 0 0 1 1,192 3 5 20 2,867
On the Timing Option in a Futures Contract 0 1 2 147 2 5 11 568
On the Use of Numeraires in Option pricing 0 0 0 842 0 1 5 1,731
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 310 3 4 13 841
Optimal Investment under Partial Information 0 0 0 32 3 4 16 168
Parameter Estimation and Reverse Martingales 0 0 0 168 3 3 4 1,007
Term Structure Models with Parallel and Proportional Shifts 0 0 0 76 3 5 6 307
Towards a General Theory of Bond Markets 0 0 1 754 2 3 7 2,110
Towards a General Theory of Good Deal Bounds 0 0 0 91 2 2 7 378
Total Working Papers 0 3 11 8,911 46 88 261 30,082

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 2 4 11 144
A theory of Markovian time-inconsistent stochastic control in discrete time 0 2 6 76 5 10 29 238
Adaptive prediction and reverse martingales 0 0 1 6 0 0 4 20
Bond Market Structure in the Presence of Marked Point Processes 0 0 2 76 1 2 10 178
Diversified Portfolios in Continuous Time 0 0 0 5 0 0 2 17
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 1 81 2 4 20 238
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 1 1 19 0 3 15 121
Minimal realizations of interest rate models 0 0 1 218 2 2 8 969
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 0 0 0 0 0 4 14
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 1 15 2 2 6 57
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 0 1 12 49
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 1 4 10 226
On time-inconsistent stochastic control in continuous time 0 0 1 15 1 4 19 94
Optimal investment under partial information 0 0 1 7 1 1 3 39
Parameter estimation and reverse martingales 0 0 0 2 3 3 7 20
Some system theoretic aspects of interest rate theory 0 0 0 29 2 3 8 89
Term Structure Models with Parallel and Proportional Shifts 0 0 0 29 0 0 7 163
Towards a General Theory of Good-Deal Bounds 0 0 0 12 0 2 7 64
Towards a general theory of bond markets (*) 0 0 0 525 3 3 10 1,682
Total Journal Articles 0 3 15 1,219 25 48 192 4,422

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 10 61 224 2,087
Point Processes and Jump Diffusions 0 0 0 0 0 1 7 46
Time-Inconsistent Control Theory with Finance Applications 0 0 0 0 3 6 12 12
Total Books 0 0 0 0 13 68 243 2,145

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 1 1 1
A Simple Equilibrium Model 0 0 0 0 1 2 3 3
A Time-Inconsistent Equilibrium Model 0 0 0 0 2 2 7 7
A Time-Inconsistent Equilibrium Model 0 0 0 0 2 3 7 7
An Overview of Interest Rate Theory 0 0 0 0 0 2 3 3
Dynamic Programming Theory 0 0 0 0 1 2 2 2
Dynamic Programming Theory 0 0 0 0 0 0 0 0
Extensions and Further Results 0 0 0 0 1 1 4 4
Introduction 0 0 0 0 0 1 3 3
Mean-Variance Control 0 0 0 0 1 1 4 4
Mean-Variance Portfolios 0 0 0 0 0 2 5 5
Non-exponential Discounting 0 0 0 0 1 2 5 5
Non-exponential Discounting 0 0 0 0 1 2 8 8
Optimal Consumption and Investment 0 0 0 0 3 3 4 4
Optimal Stopping in Continuous Time 0 0 0 0 3 3 7 7
Optimal Stopping in Discrete Time 0 0 0 0 0 8 14 14
Special Cases and Extensions 0 0 0 0 0 1 3 3
The Continuous-Time Linear Quadratic Regulator 0 0 0 0 1 1 3 3
The Inconsistent Linear Quadratic Regulator 0 0 0 0 0 1 3 3
The Linear Quadratic Regulator 0 0 0 0 1 1 2 2
Time-Inconsistent Control Theory 0 0 0 0 2 4 8 8
Time-Inconsistent Control Theory 0 0 0 0 0 2 6 6
Time-Inconsistent Regulator Problems 0 0 0 0 3 3 5 5
Time-Inconsistent Stopping Under Distorted Probabilities 0 0 0 0 3 6 10 10
Time-Inconsistent Stopping in Continuous Time 0 0 0 0 0 1 3 3
Time-Inconsistent Stopping in Discrete Time 0 0 0 0 0 1 2 2
Total Chapters 0 0 0 0 26 56 122 122

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Statistics updated 2026-05-06