Tomas Björk

Publication Activity (10 Years)

Years Active: 1997-2017
Publications (10 Years): 1

Top Topics

Reinforcement Learning

Operations Management

Top Venues

Finance Stochastics

Publications

Tomas Björk, Mariana Khapko, Agatha Murgoci
On time-inconsistent stochastic control in continuous time. Finance Stochastics 21 (2) (2017)
Tomas Björk, Agatha Murgoci
A theory of Markovian time-inconsistent stochastic control in discrete time. Finance Stochastics 18 (3) (2014)
Tomas Björk, Mark H. A. Davis, Camilla Landén
Optimal investment under partial information. Math. Methods Oper. Res. 71 (2) (2010)
Tomas Björk, Henrik Hult
A note on Wick products and the fractional Black-Scholes model. Finance Stochastics 9 (2) (2005)
Tomas Björk, Camilla Landén
On the construction of finite dimensional realizations for nonlinear forward rate models. Finance Stochastics 6 (3) (2002)
Tomas Björk, Andrea Gombani
Minimal realizations of interest rate models. Finance Stochastics 3 (4) (1999)
Tomas Björk, Giovanni B. Di Masi, Yuri Kabanov, Wolfgang J. Runggaldier
Towards a general theory of bond markets. Finance Stochastics 1 (2) (1997)