Tomas Björk

According to our database, Tomas Björk authored at least 7 papers between 1997 and 2017.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2017

On time-inconsistent stochastic control in continuous time.

Tomas Björk, Mariana Khapko, Agatha Murgoci

Finance Stochastics, 2017

2014

A theory of Markovian time-inconsistent stochastic control in discrete time.

Tomas Björk, Agatha Murgoci

Finance Stochastics, 2014

2010

Optimal investment under partial information.

Tomas Björk, Mark H. A. Davis, Camilla Landén

Math. Methods Oper. Res., 2010

2005

A note on Wick products and the fractional Black-Scholes model.

Tomas Björk, Henrik Hult

Finance Stochastics, 2005

2002

On the construction of finite dimensional realizations for nonlinear forward rate models.

Tomas Björk, Camilla Landén

Finance Stochastics, 2002

1999

Minimal realizations of interest rate models.

Tomas Björk, Andrea Gombani

Finance Stochastics, 1999

1997

Towards a general theory of bond markets.

Tomas Björk, Giovanni B. Di Masi, Yuri Kabanov, Wolfgang J. Runggaldier

Finance Stochastics, 1997