In memoriam: Tomas Björk (1947–2021)

IF 1.1 2区经济学 Q3 BUSINESS, FINANCE Finance and Stochastics Pub Date : 2023-09-28 DOI:10.1007/s00780-023-00511-3

Raquel M. Gaspar, Mariana Khapko

引用次数: 0

Abstract

This article celebrates the legacy of Tomas Björk. As we reflect on Tomas’ life and career, we explore his personal and professional journey, highlighting his most significant contributions to mathematical finance.

查看原文

微信好友朋友圈 QQ好友复制链接

本刊更多论文

悼念托马斯-比约克（1947-2021）

本文庆祝托马斯的遗产Björk。当我们回顾托马斯的生活和职业生涯时，我们探索了他的个人和职业旅程，突出了他对数学金融最重要的贡献。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文去求助

来源期刊

Finance and Stochastics 管理科学-数学跨学科应用

CiteScore

2.90

自引率

5.90%

发文量

审稿时长

>12 weeks

期刊介绍： The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance. Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.

期刊最新文献

On the Guyon–Lekeufack volatility model Stationary covariance regime for affine stochastic covariance models in Hilbert spaces Robustness of Hilbert space-valued stochastic volatility models A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets Cost-efficient payoffs under model ambiguity