Narrow search
Showing 61 - 70 of 324
Cover Image
On the pricing of real estate index linked swaps
Björk, Tomas; Clapham, Eric - In: Journal of housing economics 11 (2002) 4, pp. 418-432
Persistent link: https://www.econbiz.de/10001763211
Cover Image
On the use of numeraires in option pricing
Benninga, Simon; Björk, Tomas; Wiener, Zvi - In: The journal of derivatives : the official publication … 10 (2002) 2, pp. 43-58
Persistent link: https://www.econbiz.de/10001745232
Cover Image
Towards a general theory of bond markets
Björk, Tomas (contributor) - In: Finance and stochastics 1 (1997) 2, pp. 141-174
Persistent link: https://www.econbiz.de/10001217942
Cover Image
Bond market structure in the presence of marked point processes
Björk, Tomas - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 211-239
Persistent link: https://www.econbiz.de/10001220271
Cover Image
Diversified portfolios in continuous time
Björk, Tomas - In: European finance review : the official journal of the … 1 (1997) 3, pp. 361-387
Persistent link: https://www.econbiz.de/10001249381
Cover Image
Parameter estimation and reverse martingales
Björk, Tomas; Johansson, Björn - 1995
Persistent link: https://www.econbiz.de/10000921862
Cover Image
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
Cover Image
Diversified portfolios in continuous time
Björk, Tomas; Näslund, Bertil - 1996
Persistent link: https://www.econbiz.de/10000948262
Cover Image
Minimal realizations of forward rates
Björk, Tomas; Gombani, Andrea - 1997
Persistent link: https://www.econbiz.de/10000969940
Cover Image
Minimal realizations of interest rate models
Björk, Tomas; Gombani, Andrea - In: Finance and stochastics 3 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10001412162