47 Publikationen
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693678Bascelli, Tiziana, Bottazzi, Emanuele, Herzberg, Frederik, Kanovei, Vladimir, Katz, Karin U., Katz, Mikhail G., Nowik, Tahl, Sherry, David, and Shnider, Steven. “Fermat, Leibniz, Euler, and the Gang: The True History of the Concepts of Limit and Shadow”. Notices of the American Mathematical Society 61.08 (2014): 848-864.PUB | DOI
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2014 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2691795Eckert, Daniel, and Herzberg, Frederik. “The Problem of Judgment Aggregation in the Framework of Boolean-Valued Models”. Computational Logic in Multi-Agent Systems. Ed. Nils Bulling, Leendert van der Torre, Serena Villata, Wojtek Jamroga, and Wamberto Vasconcelos. Cham: Springer International Publishing, 2014.Vol. 8624. Lecture Notes in Computer Science. 138-147.PUB | DOI
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902659Herzberg, Frederik. “Hyperreal expected utilities and Pascal's Wager”. Logique et Analyse 54.213 (2011): 69-108.PUB | Download (ext.)
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902658Herzberg, Frederik. “Value-at-Risk levels implied by risk estimators drawn from historical data”. Journal of Risk Model Validation 4.3 (2010): 3-26.PUB
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1900259Herzberg, Frederik, and 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 81.6 (2009): 567-570.PUB | DOI | WoS
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2007 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1899883Herzberg, Frederik. “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. Ed. I.P. van den Berg and V. Neves. Wien: Springer, 2007. 177-188.PUB
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907701Naundorf, Björn, Raufeisen, Jörg, Bennemann, Christoph, and Herzberg, Frederik. “You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics”. Wilmott Magazine 2006.26 (2006): 52-55.PUB
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907700Herzberg, Frederik, and Bennemann, Christoph. “Order statistics for Value-at-Risk estimation and option pricing”. Wilmott Magazine 2006.26 (2006): 46-50.PUB
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2675229Albeverio, Sergio, and Herzberg, Frederik. “A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets”. Stochastics An International Journal of Probability and Stochastic Processes 78.5 (2006): 301-325.PUB | DOI
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