On the existence of finite dimensional realizations for nonlinear forward rate models

Autor: Björk, Tomas, 1947-, Svensson, Lars E. O.
Rok: 1999

Interest rate dynamics and consistent forward rate curves

Autor: Björk, Tomas, 1947-, Christensen, Bent Jesper
Rok: 1997

Minimal realizations of forward rates

Autor: Björk, Tomas, 1947-, Gombani, Andrea
Rok: 1997

Towards a general theory of bond markets

Autor: Björk, Tomas, 1947-, Kabanov, Yuri, Di Masi, Giovanni
Rok: 1996

Interest rate theory : CIME lectures 1996

Autor: Björk, Tomas, 1947-
Rok: 1996

Diversified portfolios in continuous time

Autor: Björk, Tomas, 1947-, Näslund, Bertil
Rok: 1996