51 citations · 84 across the 12 of their papers we have counts for
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math.ST2012★ 8 cited
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…
q-fin.PR2012
A shorter proof of Lemma A.6 (arXiv:1005.0768)
Tom Fischer
For the convenience of readers of the article {\em No-arbitrage pricing under systemic risk: accounting for cross-ownership} (Fischer, 2012, arXiv:1005.0768), a full proof of Lemma…