47 Publikationen
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693678T. Bascelli, E. Bottazzi, F. Herzberg, V. Kanovei, K. U. Katz, M. G. Katz, T. Nowik, D. Sherry, and S. Shnider, “Fermat, Leibniz, Euler, and the Gang: The True History of the Concepts of Limit and Shadow”, Notices of the American Mathematical Society, 2014, 61, 848-864.PUB | DOI
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902659F. Herzberg, “Hyperreal expected utilities and Pascal's Wager”, Logique et Analyse, 2011, 54, 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, 2010, 4, 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, 2009, 81, 567-570.PUB | DOI | WoS
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2007 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1899883F. Herzberg, in The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004 (Eds.: I.P. van den Berg, V. Neves), Springer, Wien, 2007, p. 177-188.PUB
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907701B. Naundorf, J. Raufeisen, C. Bennemann, and F. Herzberg, “You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics”, Wilmott Magazine, 2006, 2006, 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, 2006, 2006, 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, 2006, 78, 301-325.PUB | DOI
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