Browsing All of EconStor by Author Björk, Tomas
Showing results 1 to 12 of 12
Year of Publication | Title | Author(s) |
2000 | A geometric view of interest rate theory | Björk, Tomas |
2000 | On the construction of finite dimensional realizations for nonlinear forward rate models | Björk, Tomas; Landén, Camilla |
2000 | On the term structure of futures and forward prices | Björk, Tomas; Landén, Camilla |
2001 | On the use of numeraires in option pricing | Benninga, Simon; Björk, Tomas; Wiener, Zvi |
2002 | A note on the pricing of real estate index linked swaps | Björk, Tomas; Clapham, Eric |
2002 | Finite dimensional Markovian realizations for stochastic volatility forward rate models | Björk, Tomas; Landén, Camilla; Svensson, Lars |
2003 | On the geometry of interest rate models | Björk, Tomas |
2005 | A note on Wick products and the fractional Black-Scholes model | Björk, Tomas; Hult, Henrik |
2005 | On the timing option in a futures contract | Biagini, Francesca; Björk, Tomas |
2005 | Towards a general theory of good deal bounds | Björk, Tomas; Slinko, Irina |
2005 | On finite dimensional realizations for the term structure of futures prices | Björk, Tomas; Blix, Magnus; Landén, Camilla |
2010 | Optimal investment under partial information | Björk, Tomas; Davis, Mark H. A.; Landén, Camilla |