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 2 4 2,558
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 0 2 5 695
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 0 1 1 1,818
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 0 0 231 0 1 2 671
Interest Rate Dynamics and Consistent Forward Rate Curves 2 3 6 1,375 4 7 17 4,312
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 1 4 11 3,354
Minimal Realizations of Forward Rates 0 0 1 280 0 0 2 1,318
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 0 1 1 407
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 0 3 4 1,421
On the Term Structure of Futures and Forward Prices 1 1 2 1,191 1 1 6 2,847
On the Timing Option in a Futures Contract 0 0 0 145 0 0 5 557
On the Use of Numeraires in Option pricing 0 0 0 842 0 0 4 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 1 5 152
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 1 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 3 4 11 8,900 6 24 75 29,821

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 1 34 0 0 2 133
A theory of Markovian time-inconsistent stochastic control in discrete time 0 0 8 70 2 4 24 209
Adaptive prediction and reverse martingales 0 0 0 5 0 0 1 16
Bond Market Structure in the Presence of Marked Point Processes 0 0 4 74 0 0 8 168
Diversified Portfolios in Continuous Time 0 0 0 5 0 0 1 15
Interest Rate Dynamics and Consistent Forward Rate Curves 1 1 11 80 2 7 28 218
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 5 18 1 1 9 106
Minimal realizations of interest rate models 0 0 0 217 0 1 1 961
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 0 0 0 0 1 3 10
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 0 14 0 0 2 51
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 0 2 3 37
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 0 1 4 216
On time-inconsistent stochastic control in continuous time 0 0 0 14 0 0 5 75
Optimal investment under partial information 0 0 2 6 0 2 6 36
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 0 81
Term Structure Models with Parallel and Proportional Shifts 0 0 0 29 0 1 1 156
Towards a General Theory of Good-Deal Bounds 0 0 1 12 0 0 3 57
Towards a general theory of bond markets (*) 0 0 1 525 0 1 3 1,672
Total Journal Articles 1 1 34 1,204 5 21 106 4,230

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 13 44 196 1,863
Point Processes and Jump Diffusions 0 0 0 0 0 1 13 39
Total Books 0 0 0 0 13 45 209 1,902

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Statistics updated 2025-05-12