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ARTICLES - Interest Rate Dynam...
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Christensen, Bent Jesper
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Björk, Tomas
121
Nielsen, Morten Ørregaard
44
Landén, Camilla
22
Busch, Thomas
17
Zhu, Jie
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Kiefer, Nicholas Maximilian
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Stochastic Processes and their Applications
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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RePEc
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EconStor
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OLC EcoSci
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USB Cologne (EcoSocSci)
5
Other ZBW resources
2
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61
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
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62
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
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63
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
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64
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
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65
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
Saved in:
66
Parameter estimation and reverse martingales
Björk, Tomas
;
Johansson, Björn
-
1995
Persistent link: https://www.econbiz.de/10000921862
Saved in:
67
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
Saved in:
68
Diversified portfolios in continuous time
Björk, Tomas
;
Näslund, Bertil
-
1996
Persistent link: https://www.econbiz.de/10000948262
Saved in:
69
Minimal realizations of forward rates
Björk, Tomas
;
Gombani, Andrea
-
1997
Persistent link: https://www.econbiz.de/10000969940
Saved in:
70
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
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