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DateTitle Authors
2014 Illiquidity transmission from spot to futures marketsKorn, Olaf / Krischak, Paolo / Theissen, Erik
2005 On the timing option in a futures contractBiagini, Francesca / Björk, Tomas
2000 A geometric view of interest rate theoryBjörk, Tomas
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

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