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Minimal realizations of forward rates
Björk, Tomas; Gombani, Andrea - 1997
Persistent link: https://www.econbiz.de/10000969940
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Parameter estimation and reverse martingales
Björk, Tomas; Johansson, Björn - 1995
Persistent link: https://www.econbiz.de/10000921862
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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
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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