47 Publikationen
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957033Herzberg, F. (2021). Corrigendum to “Respect for experts vs. respect for unanimity” [Econ. Lett. 151 (2017) 44–47]. Economics Letters, 205, 109964. https://doi.org/10.1016/j.econlet.2021.109964
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2689729Goerke, L., Herzberg, F., & Upmann, T. (2014). Failure of Ad Valorem and Specific Tax Equivalence under Uncertainty. International Journal of Economic Theory, 10(4), 387-402. https://doi.org/10.1111/ijet.12046
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693678Bascelli, T., Bottazzi, E., Herzberg, F., Kanovei, V., Katz, K. U., Katz, M. G., Nowik, T., et al. (2014). Fermat, Leibniz, Euler, and the Gang: The True History of the Concepts of Limit and Shadow. Notices of the American Mathematical Society, 61(08), 848-864. doi:10.1090/noti1149
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2014 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2691795Eckert, D., & Herzberg, F. (2014). The Problem of Judgment Aggregation in the Framework of Boolean-Valued Models. In N. Bulling, L. van der Torre, S. Villata, W. Jamroga, & W. Vasconcelos (Eds.), Lecture Notes in Computer Science: Vol. 8624. Computational Logic in Multi-Agent Systems (pp. 138-147). Cham: Springer International Publishing. doi:10.1007/978-3-319-09764-0_9
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2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2517869Herzberg, F., & Eckert, D. (2012). The model-theoretic approach to aggregation: Impossibility results for finite and infinite electorates. Mathematical Social Sciences, 64(1), 41-47. doi:10.1016/j.mathsocsci.2011.08.004
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902659Herzberg, F. (2011). Hyperreal expected utilities and Pascal's Wager. Logique et Analyse, 54(213), 69-108.
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2011 | Monographie | Veröffentlicht | PUB-ID: 1900245Albeverio, S., Fan, R., & Herzberg, F. (2011). Hyperfinite Dirichlet forms and stochastic processes (Lecture Notes of the Unione Matematica Italiana, 10). Berlin, Heidelberg, New York: Springer. https://doi.org/10.1007/978-3-642-19659-1
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1589056Herzberg, F. (2010). Judgment aggregators and Boolean algebra homomorphisms. JOURNAL OF MATHEMATICAL ECONOMICS, 46(1), 132-140. https://doi.org/10.1016/j.jmateco.2009.06.002
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902658Herzberg, F. (2010). Value-at-Risk levels implied by risk estimators drawn from historical data. Journal of Risk Model Validation, 4(3), 3-26.
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1795329Herzberg, F. (2010). Hyperfinite stochastic integration for Levy processes with finite-variation jump part. BULLETIN DES SCIENCES MATHEMATIQUES, 134(4), 423-445. https://doi.org/10.1016/j.bulsci.2010.02.004
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1899676Herzberg, F., Lauwers, L., Van Liedekerke, L., & Fianu, E. S. (2010). Addendum to L. Lauwers and L. Van Liedekerke, ``Ultraproducts and aggregation''. Journal of Mathematical Economics, 46(2), 277-278. https://doi.org/10.1016/j.jmateco.2009.06.001
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633653Herzberg, F. (2009). Elementary non-Archimedean utility theory. MATHEMATICAL SOCIAL SCIENCES, 58(1), 8-14. https://doi.org/10.1016/j.mathsocsci.2008.12.009
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1900259Herzberg, F., & Lindstrøm, T. (2009). 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, 81(6), 567-570. https://doi.org/10.1080/17442500902998615
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1899949Herzberg, F. (2009). Perpetual Bermudan continuity corrections and a multi-dimensional Wiener-Hopf type result. Stochastic Analysis and Applications, 27(1), 176-195. https://doi.org/10.1080/07362990802405703
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2008 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1631007Albeverio, S., & Herzberg, F. (2008). Optimisation of measures on a hyperfinite adapted probability space. ACTA APPLICANDAE MATHEMATICAE, 100(1), 1-14. https://doi.org/10.1007/s10440-007-9174-2
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2008 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1588418Herzberg, F. (2008). A definable nonstandard enlargement. MATHEMATICAL LOGIC QUARTERLY, 54(2), 167-175. https://doi.org/10.1002/malq.200710022
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2008 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1586618Herzberg, F. (2008). Black-Scholes theory for an underlying with multiple attractors. QUANTITATIVE FINANCE, 8(5), 453-457. https://doi.org/10.1080/14697680701518035
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2007 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2675210Herzberg, F. (2007). Internal laws of probability, generalized likelihoods and Lewis' infinitesimal chances-A response to Adam Elga. The British Journal for the Philosophy of Science, 58(1), 25-43. doi:10.1093/bjps/axl028
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2007 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1899883Herzberg, F. (2007). Two recent applications of nonstandard analysis to the theory of financial markets. In I. P. van den Berg & V. Neves (Eds.), The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004 (pp. 177-188). Wien: Springer.
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907701Naundorf, B., Raufeisen, J., Bennemann, C., & Herzberg, F. (2006). You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine, 2006(26), 52-55.
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907700Herzberg, F., & Bennemann, C. (2006). Order statistics for Value-at-Risk estimation and option pricing. Wilmott Magazine, 2006(26), 46-50.
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2675229Albeverio, S., & Herzberg, F. (2006). A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets. Stochastics An International Journal of Probability and Stochastic Processes, 78(5), 301-325. doi:10.1080/17442500600900707
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1898681Albeverio, S., & Herzberg, F. (2006). Lifting Lévy processes to hyperfinite random walks. Bulletin des Sciences Mathématiques, 130(8), 697-706. https://doi.org/10.1016/j.bulsci.2006.02.001
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