Thomas Zurcher

activity

20102024

most citedStatic replications with traffic light options

3 citations · 4 across the 4 of their papers we have counts for

collaborators

4 papers

math.CA2024

Invariant Probability Measures under $p$ -adic Transformations

Oleksandr V. Maslyuchenko, Janusz Morawiec, Thomas Zürcher

It is well-known that the Lebesgue measure is the unique absolutely continuous invariant probability measure under the $p$ -adic transformation. The purpose of this paper is to char…

math.CA2018

Some Class of Linear Operators Involved in Functional Equations

Janusz Morawiec, Thomas Zürcher

Fix $N \in N$ and assume that for every $n \in {1, \dots, N}$ the functions $f_{n} : [0, 1] \to [0, 1]$ and $g_{n} : [0, 1] \to R$ are Lebesgue measurable, $f_{n}$ is almost…

math.CA2018★ 1 cited

An application of functional equations for generating $ε$ -invariant measures

Janusz Morawiec, Thomas Zürcher

Let $(X, A, μ)$ be a probability space and let $S : X \to X$ be a measurable transformation. Motivated by the paper of K. Nikodem [Czechoslovak Math. J. 41(116) (4) (19…

q-fin.RM2010★ 3 cited

Static replications with traffic light options

Michael Schmutz, Thomas Zürcher

It is well known that any sufficiently regular one-dimensional payoff function has an explicit static hedge by bonds, forward contracts and lots of vanilla options. We show that th…

Invariant Probability Measures under p-adic Transformations

Some Class of Linear Operators Involved in Functional Equations

An application of functional equations for generating ε-invariant measures

Static replications with traffic light options

Invariant Probability Measures under $p$ -adic Transformations

An application of functional equations for generating $ε$ -invariant measures