47 Publikationen
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2014 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2691795Eckert D, Herzberg F. The Problem of Judgment Aggregation in the Framework of Boolean-Valued Models. In: Bulling N, van der Torre L, Villata S, Jamroga W, Vasconcelos W, eds. Computational Logic in Multi-Agent Systems. Lecture Notes in Computer Science. Vol 8624. Cham: Springer International Publishing; 2014: 138-147.PUB | DOI
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902659Herzberg F. Hyperreal expected utilities and Pascal's Wager. Logique et Analyse. 2011;54(213):69-108.PUB | Download (ext.)
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902658Herzberg F. Value-at-Risk levels implied by risk estimators drawn from historical data. Journal of Risk Model Validation. 2010;4(3):3-26.PUB
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1900259Herzberg F, Lindstrøm T. Corrigendum and addendum to "Hyperfinite Lévy processes" (Stochastics, 76(6):517–548, 2004). Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports. 2009;81(6):567-570.PUB | DOI | WoS
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2007 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1899883Herzberg F. Two recent applications of nonstandard analysis to the theory of financial markets. In: van den Berg IP, Neves V, eds. The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. Wien: Springer; 2007: 177-188.PUB
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907701Naundorf B, Raufeisen J, Bennemann C, Herzberg F. You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine. 2006;2006(26):52-55.PUB
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907700Herzberg F, Bennemann C. Order statistics for Value-at-Risk estimation and option pricing. Wilmott Magazine. 2006;2006(26):46-50.PUB
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2675229Albeverio S, Herzberg F. A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets. Stochastics An International Journal of Probability and Stochastic Processes. 2006;78(5):301-325.PUB | DOI
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