User profiles for T Bjorck

Tomas Björk

Stockholm School of Economics
Verified email at hhs.se
Cited by 9112

Allergen challenge of lung tissue from asthmatics elicits bronchial contraction that correlates with the release of leukotrienes C4, D4, and E4.

…, G Hansson, P Hedqvist, T Björck… - Proceedings of the …, 1983 - National Acad Sciences
The leukotrienes C4, D4, and E4, previously referred to as slow reacting substance of
anaphylaxis, elicited long-lasting contractions of bronchi isolated from two birch pollen-sensitive …

What happened to the ones who dropped out? Outcome in eating disorder patients who complete or prematurely terminate treatment

T Björk, C Björck, D Clinton, S Sohlberg… - … Journal of the Eating …, 2009 - Wiley Online Library
… Independent two-tailed ttests were used when comparing groups on parametric data, as …
Within group comparisons were made using paired t-tests in order to test for significant changes …

Non-linear pricing theory and backward stochastic differential equations

B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini… - … at the 3rd Session of the …, 1997 - Springer
… the amount eat time T. The basic idea of valuing a contingent claim e2: 0 with maturity T is to
… We will assume more generally that the square matrix at has a full rank for any fixed t E [0, T]…

[BOOK][B] Arbitrage theory in continuous time

T Björk - 2009 - books.google.com
… If you find any of these, I would be very grateful if you could inform me by e-mail < tomas.bjork@hhs.…
If we denote the price of X at time t by Π(t;X), then it can be seen that at time t = 1 the …

Serum prostate specific antigen complexed to α1-antichymotrypsin as an indicator of prostate cancer

T Björk, O Nilsson, U Dahlén, MT Matikainen… - The Journal of …, 1993 - Elsevier
… in the F /T ratio and a PSA level of 10 µg./1. with assay T. The … /T ratios against PSA
concentrations measured with assay T (… of 0.18 in F/T ratio and a PSA level of 10 µg./1. with assay …

Phase I safety, pharmacokinetic, and pharmacodynamic trial of ZD1839, a selective oral epidermal growth factor receptor tyrosine kinase inhibitor, in patients with five …

…, SB Kaye, L Gianni, A Harris, T Bjork… - Journal of clinical …, 2002 - ascopubs.org
PURPOSE: To establish the safety and tolerability of ZD1839 (Iressa), a selective epidermal
growth factor receptor (EGFR) tyrosine kinase inhibitor, and to explore its pharmacokinetic …

Mean–variance portfolio optimization with state‐dependent risk aversion

T Björk, A Murgoci, XY Zhou - Mathematical Finance: An …, 2014 - Wiley Online Library
… theory of time-inconsistent control developed in Björk and Murgoci, we provide a fairly …
in time t we have one player—player number t—which we will denote by P t . Conceptually …

Interest rate dynamics and consistent forward rate curves

T Björk, BJ Christensen - Mathematical Finance, 1999 - Wiley Online Library
… and let p(t, T) denote the price at time t ≥ 0 of a zero-coupon bond maturing at Tt. We
assume frictionless markets and perfectly divisible bonds. The forward rates f (t, T) are as usual …

Bond market structure in the presence of marked point processes

T Björk, Y Kabanov, W Runggaldier - Mathematical Finance, 1997 - Wiley Online Library
… Structurally, the present paper is based on Björk (1995) where only the finite case is treated.
… (t, T). Using standard notation we define the instantaneous forward rate at T, contracted at t, …

A general theory of Markovian time inconsistent stochastic control problems

T Bjork, A Murgoci - Available at SSRN 1694759, 2010 - papers.ssrn.com
… differs from a standard problem by the fact that the initial point in time t enters in the integral
(see Remark 1.1). Obviously; if ϕ is exponential so ϕ(s − t) = e−a(s−t then we can factor out …