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Towards a general theory of bond markets

Björk, Tomas; DiMasi, Giovanni; Kabanov, Jurij M.; … - 1996

Persistent link: https://www.econbiz.de/10000955624

Minimal realizations of forward rates

Björk, Tomas; Gombani, Andrea - 1997

Persistent link: https://www.econbiz.de/10000969940

Parameter estimation and reverse martingales

Björk, Tomas; Johansson, Björn - 1995

Persistent link: https://www.econbiz.de/10000921862

Bond markets where prices are driven by a general marked point process

Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995

Persistent link: https://www.econbiz.de/10000928616

Income and wealth distributions along the business cycle: implications from the neoclassical growth model

Maliar, Lilia (contributor); Maliar, Serguei (contributor); … - 2003 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001730515

Quasi-geometric consumers: panel data evidence

Collado, María Dolores (contributor); … - 2003 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001739271

The representative consumer in the neoclassical growth model with idiosyncratic shocks

Maliar, Lilia (contributor); Maliar, Serguei (contributor) - 2002 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001713834

A note on the pricing of real estate index linked swaps

Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]

In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...

Persistent link: https://www.econbiz.de/10001645586

Quasi-geometric discounting: a closed-form solution under the exponential utility function

Maliar, Lilia (contributor); Maliar, Serguei (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001921618

The neoclassical growth model with heterogeneous quasi-geometric consumers

Maliar, Lilia (contributor); Maliar, Serguei (contributor) - 2003 - [Elektronische Ressource],

Persistent link: https://www.econbiz.de/10002115359