51 citations · 84 across the 12 of their papers we have counts for
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q-fin.MF2015
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…
q-fin.CP2015★ 2 cited
Valuation Algorithms for Structural Models of Financial Interconnectedness
Johannes Hain, Tom Fischer
Much research in systemic risk is focused on default contagion. While this demands an understanding of valuation, fewer articles specifically deal with the existence, the uniquenes…