47 Publikationen
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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., Sherry, D., Shnider, S.: Fermat, Leibniz, Euler, and the Gang: The True History of the Concepts of Limit and Shadow. Notices of the American Mathematical Society. 61, 848-864 (2014).PUB | DOI
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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., and Vasconcelos, W. (eds.) Computational Logic in Multi-Agent Systems. Lecture Notes in Computer Science. 8624, p. 138-147. Springer International Publishing, Cham (2014).PUB | DOI
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902659Herzberg, F.: Hyperreal expected utilities and Pascal's Wager. Logique et Analyse. 54, 69-108 (2011).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. 4, 3-26 (2010).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. 81, 567-570 (2009).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, I.P. and Neves, V. (eds.) The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. p. 177-188. Springer, Wien (2007).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, 52-55 (2006).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, 46-50 (2006).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. 78, 301-325 (2006).PUB | DOI
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