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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
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Finite dimensional Markovian realizations for stochastic volatility forward rate models
Björk, Tomas (contributor); Landén, Camilla (contributor);  … - 2002 - [Elektronische Ressource], This version: May 6, 2002
we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …
Persistent link: https://www.econbiz.de/10001664233
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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
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The effect of search frictions on wages
Berg, Gerard J. van den (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766993
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Multiple equilibria and minimum wages in labor markets with informational frictions and heterogeneous production technologies
Berg, Gerard J. van den (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766994
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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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Minimal realizations of forward rates
Björk, Tomas; Gombani, Andrea - 1997
Persistent link: https://www.econbiz.de/10000969940
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A simple procedure for the evaluation of treatment effects on duration variables
Abbring, Jaap H. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001769072
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Analyzing the effect of dynamically assigned treatments using duration models, binary treatment models, and panel data models
Abbring, Jaap H. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776071