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 1 3 2,559
A Note on Wick Products and the Fractional Black-Scholes Model 0 0 0 180 0 0 3 695
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 2 1,819
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 1 232 0 2 5 674
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 4 1,375 0 1 16 4,316
Interest Rate Theory - CIME Lectures 1996 0 0 0 2 0 0 7 3,356
Minimal Realizations of Forward Rates 0 0 1 280 0 0 3 1,319
On finite dimensional realizations for the term structure of futures prices 0 0 0 132 0 1 2 408
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 2 6 1,424
On the Term Structure of Futures and Forward Prices 0 1 2 1,192 0 5 6 2,852
On the Timing Option in a Futures Contract 0 0 1 146 0 1 3 559
On the Use of Numeraires in Option pricing 0 0 0 842 0 0 2 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 0 4 152
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 1 1 3 302
Towards a General Theory of Bond Markets 1 1 2 754 1 1 4 2,104
Towards a General Theory of Good Deal Bounds 0 0 0 91 0 0 1 371
Total Working Papers 1 2 12 8,904 2 16 72 29,846

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 1 134
A theory of Markovian time-inconsistent stochastic control in discrete time 0 0 7 71 0 3 19 215
Adaptive prediction and reverse martingales 0 1 1 6 0 1 2 17
Bond Market Structure in the Presence of Marked Point Processes 0 0 2 74 0 1 5 170
Diversified Portfolios in Continuous Time 0 0 0 5 0 0 1 15
Interest Rate Dynamics and Consistent Forward Rate Curves 0 0 5 80 0 1 19 220
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 0 0 4 18 0 1 9 110
Minimal realizations of interest rate models 0 0 0 217 1 1 2 962
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES 0 0 0 0 0 0 2 10
ON THE TIMING OPTION IN A FUTURES CONTRACT 0 0 1 15 0 1 3 53
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 0 0 0 12 0 2 4 39
On the construction of finite dimensional realizations for nonlinear forward rate models 0 0 0 58 0 2 4 218
On time-inconsistent stochastic control in continuous time 0 1 1 15 0 1 5 78
Optimal investment under partial information 0 1 3 7 0 1 6 37
Parameter estimation and reverse martingales 0 0 1 2 1 1 3 14
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 0 1 156
Towards a General Theory of Good-Deal Bounds 0 0 0 12 0 1 2 58
Towards a general theory of bond markets (*) 0 0 1 525 0 2 5 1,674
Total Journal Articles 0 3 26 1,209 2 20 94 4,262

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 17 50 197 1,937
Point Processes and Jump Diffusions 0 0 0 0 0 0 11 41
Time-Inconsistent Control Theory with Finance Applications 0 0 0 0 0 0 0 0
Total Books 0 0 0 0 17 50 208 1,978

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 1 1 1 1
A Time-Inconsistent Equilibrium Model 0 0 0 0 0 0 0 0
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 1 1
Introduction 0 0 0 0 0 0 0 0
Mean-Variance Control 0 0 0 0 0 0 0 0
Mean-Variance Portfolios 0 0 0 0 0 0 0 0
Non-exponential Discounting 0 0 0 0 0 0 0 0
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 1 1 1 1
Optimal Stopping in Discrete Time 0 0 0 0 1 1 1 1
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 0 0 0
The Linear Quadratic Regulator 0 0 0 0 0 0 0 0
Time-Inconsistent Control Theory 0 0 0 0 0 0 0 0
Time-Inconsistent Control Theory 0 0 0 0 0 0 0 0
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 4 4 4 4

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Statistics updated 2025-10-06