Towards a general theory of bond markets. - Tomas Björk; Giovanni B. Di Masi; Yuri Kabanov; Wolfgang J. Runggaldier (Finance Stochastics, 1997)

Minimal realizations of interest rate models. - Tomas Björk; Andrea Gombani (Finance Stochastics, 1999)

On the construction of finite dimensional realizations for nonlinear forward rate models. - Tomas Björk; Camilla Landén (Finance Stochastics, 2002)

A note on Wick products and the fractional Black-Scholes model. - Tomas Björk; Henrik Hult (Finance Stochastics, 2005)

Optimal investment under partial information. - Tomas Björk; Mark H. A. Davis; Camilla Landén (Math. Methods Oper. Res., 2010)

A theory of Markovian time-inconsistent stochastic control in discrete time. - Tomas Björk; Agatha Murgoci (Finance Stochastics, 2014)

On time-inconsistent stochastic control in continuous time. - Tomas Björk; Mariana Khapko; Agatha Murgoci (Finance Stochastics, 2017)