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