Thomas Björk

Available identifiers

zbMath Open bjork.tomasWikidataQ18237760 ScholiaQ18237760MaRDI QIDQ1409831

List of research outcomes

Publication	Date of Publication	Type
Time-Inconsistent Control Theory with Finance Applications	2021-08-24	Paper
Point Processes and Jump Diffusions	2021-04-28	Paper
Arbitrage Theory in Continuous Time	2020-02-18	Paper
On time-inconsistent stochastic control in continuous time	2017-04-13	Paper
The Pedestrian's Guide to Local Time	2015-12-30	Paper
A theory of Markovian time-inconsistent stochastic control in discrete time	2014-09-26	Paper
Monte Carlo Euler approximations of HJM term structure financial models	2013-06-26	Paper
Interest rate theory and geometry	2010-11-12	Paper
Optimal investment under partial information	2010-04-23	Paper
An Overview of Interest Rate Theory	2009-11-27	Paper
ON THE TIMING OPTION IN A FUTURES CONTRACT	2007-10-29	Paper
Term Structure Models with Parallel and Proportional Shifts	2007-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q3416252	2007-01-19	Paper
Towards a General Theory of Good-Deal Bounds*	2006-09-28	Paper
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES	2006-08-14	Paper
A note on Wick products and the fractional Black-Scholes model	2006-05-24	Paper
Arbitrage Theory in Continuous Time	2005-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q3158098	2005-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q4451068	2004-02-23	Paper
On the construction of finite dimensional realizations for nonlinear forward rate models	2003-10-22	Paper
Diversified Portfolios in Continuous Time *	2003-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q2782352	2002-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q2771105	2002-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q2760404	2002-01-06	Paper
Interest Rate Dynamics and Consistent Forward Rate Curves	2001-11-26	Paper
Minimal realizations in interest rate models	2000-05-24	Paper
Some system theoretic aspects of interest rate theory	1999-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q4357644	1999-01-19	Paper
Parameter estimation and reverse martingales	1998-11-23	Paper
Towards a general theory of bond markets	1998-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q4363034	1998-02-24	Paper
Bond Market Structure in the Presence of Marked Point Processes	1998-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q4294314	1995-06-29	Paper
Adaptive prediction and reverse martingales	1993-01-17	Paper
Exponential inequalities for ruin probabilities in the Cox case	1988-01-01	Paper
An insensitivity property of the ruin probability	1985-01-01	Paper
Finite optimal filters for a class of nonlinear diffusions with jumping parameters	1982-01-01	Paper
Finite dimensional optimal filters for a class of ltô- processes with jumping parameters	1980-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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