The following pages link to Thomas Björk (Q1409831):
Displayed 39 items.
- (Q457180) (redirect page) (← links)
- A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Optimal investment under partial information (Q966433) (← links)
- Adaptive prediction and reverse martingales (Q1201889) (← links)
- Some system theoretic aspects of interest rate theory (Q1265913) (← links)
- Parameter estimation and reverse martingales (Q1272169) (← links)
- Towards a general theory of bond markets (Q1367703) (← links)
- On the construction of finite dimensional realizations for nonlinear forward rate models (Q1409832) (← links)
- Minimal realizations in interest rate models (Q1979070) (← links)
- Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
- A note on Wick products and the fractional Black-Scholes model (Q2488475) (← links)
- Interest Rate Dynamics and Consistent Forward Rate Curves (Q2757307) (← links)
- (Q2760404) (← links)
- (Q2771105) (← links)
- (Q2782352) (← links)
- (Q3158098) (← links)
- (Q3416252) (← links)
- An Overview of Interest Rate Theory (Q3646974) (← links)
- Exponential inequalities for ruin probabilities in the Cox case (Q3821447) (← links)
- Finite dimensional optimal filters for a class of ltô- processes with jumping parameters (Q3886582) (← links)
- Finite optimal filters for a class of nonlinear diffusions with jumping parameters (Q3936607) (← links)
- (Q4294314) (← links)
- (Q4357644) (← links)
- (Q4363034) (← links)
- Bond Market Structure in the Presence of Marked Point Processes (Q4372050) (← links)
- (Q4451068) (← links)
- An insensitivity property of the ruin probability (Q4728071) (← links)
- Diversified Portfolios in Continuous Time * (Q4798680) (← links)
- Point Processes and Jump Diffusions (Q4986963) (← links)
- Time-Inconsistent Control Theory with Finance Applications (Q5010004) (← links)
- Arbitrage Theory in Continuous Time (Q5216742) (← links)
- Term Structure Models with Parallel and Proportional Shifts (Q5310697) (← links)
- ON THE TIMING OPTION IN A FUTURES CONTRACT (Q5422632) (← links)
- ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES (Q5483440) (← links)
- Towards a General Theory of Good-Deal Bounds* (Q5491070) (← links)
- Arbitrage Theory in Continuous Time (Q5710171) (← links)
- The Pedestrian's Guide to Local Time (Q6268855) (← links)