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Finance and Stochastics

Issue 4/2023

Special Issue in memory of Tomas Björk

Content (9 Articles)

Editorial: Special Issue in memory of Tomas Björk

Martin Schweizer

In memoriam: Tomas Björk (1947–2021)

Raquel M. Gaspar, Mariana Khapko

Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments

Yuri Kabanov, Platon Promyslov

Open Access

A stochastic control perspective on term structure models with roll-over risk

Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier

Open Access

Discount models

Damir Filipović

Present-biased lobbyists in linear–quadratic stochastic differential games

Ali Lazrak, Hanxiao Wang, Jiongmin Yong

Robust utility maximisation with intractable claims

Yunhong Li, Zuo Quan Xu, Xun Yu Zhou

Asset pricing with dynamically inconsistent agents

Mariana Khapko

Thank you, Tomas!

Andrea Gombani

Jul 23
Issue: 3/2023
Jan 24
Issue: 1/2024

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