Publication | Date of Publication | Type |
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Obituary: Tomas Björk. Thank you, Tomas! | 2023-10-12 | Paper |
A general approach to multivariable recursive interpolation | 2021-04-16 | Paper |
On multivariable proper rational interpolation using coprime factors | 2018-08-22 | Paper |
Stochastic Control and Pricing Under Swap Measures | 2014-02-19 | Paper |
ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL | 2013-10-11 | Paper |
On the ``redundant null-pairs of functions connected by a general linear fractional transformation | 2012-12-19 | Paper |
A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS | 2008-09-03 | Paper |
Minimal symmetric Darlington synthesis | 2008-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q5436803 | 2008-01-17 | Paper |
Consistent price systems for subfiltrations | 2007-11-30 | Paper |
On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions | 2007-08-27 | Paper |
A filtered no arbitrage model for term structures from noisy data | 2005-08-05 | Paper |
On a connection between spectral factorization and geometric control theory | 2003-08-18 | Paper |
On the Lyapunov equation, coinvariant subspaces and some problems related to spectral factorizations | 2002-08-11 | Paper |
A new parametrization of rational inner functions of fixed degree: Schur parameters and realizations | 2001-07-15 | Paper |
On a Hardy space approach to the analysis of spectral factors | 2000-06-12 | Paper |
Minimal realizations in interest rate models | 2000-05-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4312528 | 1999-11-08 | Paper |
Some system theoretic aspects of interest rate theory | 1999-04-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4363034 | 1998-02-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4890938 | 1997-02-25 | Paper |
On the Schmidt pairs of multivariable Hankel operators and robust control | 1995-07-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4317796 | 1995-04-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q3140602 | 1993-12-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4694354 | 1993-06-29 | Paper |
On approximate stochastic realization | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3358555 | 1991-01-01 | Paper |
On the multivariable approximate stochastic realization problem | 1991-01-01 | Paper |
A general Hankel-norm approximation scheme for linear recursive filtering | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3360727 | 1990-01-01 | Paper |
Consistent Approximations of Linear Stochastic Models | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3830931 | 1988-01-01 | Paper |
On approximate recursive prediction of stationary stochastic processes | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3755336 | 1986-01-01 | Paper |
On the Hankel-norm approximation of linear stochastic systems | 1985-01-01 | Paper |