Concepedia
Statistics
Publications
2
Citations
298
H-Index
Active since
2002
Affiliations
Stockholm School of Economics(Current)
Tomas Bj�rk is an author at Stockholm School of Economics.
Publications per year
2002–2005
A note on Wick products and the fractional Black-Scholes model
Tomas Bj�rk, Henrik Hult · Finance and Stochastics · 2005 · 200 citations
Fractional-order System, Wick Products, Fractional Dynamic +1
On the construction of finite dimensional realizations for nonlinear forward rate models
Tomas Bj�rk, Camilla Land�n · Finance and Stochastics · 2002 · 98 citations
Discrete Dynamical System, Nonlinear Process, Realization Theory +1
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