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. (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.PUB | DOI
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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: Nils Bulling; Leendert van der Torre; Serena Villata; Wojtek Jamroga; Wamberto Vasconcelos (Hrsg.): Computational Logic in Multi-Agent Systems. Cham: Springer International Publishing. (Lecture Notes in Computer Science, 8624). S. 138-147.PUB | DOI
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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.PUB | Download (ext.)
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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.PUB
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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.PUB | DOI | WoS
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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 (Hrsg.): The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. Wien: Springer. S. 177-188.PUB
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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.PUB
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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.PUB
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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.PUB | DOI
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