8 citations · 8 across the 4 of their papers we have counts for
5 papers
Consistency between transitive relations and between cones
Tom Fischer
A relation extends another relation consistently if its symmetric, respectively its asymmetric, part contains the corresponding part of the smaller relation. It is shown that there…
Share at least half the numbers in a nontrivial LCM-closed set a nontrivial divisor?
Tom Fischer
For a finite set of non-zero natural numbers that contains at least one element different from 1 and the least common multiple of any of its subsets, there exists a subset of at le…
No-Arbitrage Prices of Cash Flows and Forward Contracts as Choquet Representations
Tom Fischer
In a market of deterministic cash flows, given as an additive, symmetric relation of exchangeability on the finite signed Borel measures on the non-negative real time axis, it is s…
A primer on reflexivity and price dynamics under systemic risk
Tom Fischer
A simple quantitative example of a reflexive feedback process and the resulting price dynamics after an exogenous price shock to a financial network is presented. Furthermore, an o…
Existence, uniqueness, and minimality of the Jordan measure decomposition
Tom Fischer
This is a note of purely didactical purpose as the proof of the Jordan measure decomposition is often omitted in the related literature. Elementary proofs are provided for the exis…