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DateTitle Authors
2002 Finite dimensional Markovian realizations for stochastic volatility forward rate modelsBjörk, Tomas / Landén, Camilla / Svensson, Lars
2008 Default dependence: The equity default relationshipTurnbull, Stuart M. / Yang, Jun
2009 The equity premium and the volatility spread: The role of risk-neutral skewnessFeunou, Bruno / Fontaine, Jean-Sébastien / Tedongap, Roméo
2001 On the use of numeraires in option pricingBenninga, Simon / Björk, Tomas / Werner, Zvi
2005 Towards a general theory of good deal boundsBjörk, Tomas / Slinko, Irina
2004 Finite dimensional realizations of forward price term structure modelsGaspar, Raquel M.
2000 On the term structure of futures and forward pricesBjörk, Tomas / Landén, Camilla
2004 General quadratic term structures of bond, futures and forward pricesGaspar, Raquel M.
2003 On the geometry of interest rate modelsBjörk, Tomas
2000 On the construction of finite dimensional realizations for nonlinear forward rate modelsBjörk, Tomas / Landén, Camilla

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