47 Publikationen
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693678Bascelli T, Bottazzi E, Herzberg F, Kanovei V, Katz KU, Katz MG, Nowik T, Sherry D, Shnider S (2014)PUB | DOI
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. -
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2014 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2691795Eckert D, Herzberg F (2014)PUB | DOI
The Problem of Judgment Aggregation in the Framework of Boolean-Valued Models.
In: Computational Logic in Multi-Agent Systems. Bulling N, van der Torre L, Villata S, Jamroga W, Vasconcelos W (Eds); Lecture Notes in Computer Science, 8624. Cham: Springer International Publishing: 138-147. -
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902659Herzberg F (2011)PUB | Download (ext.)
Hyperreal expected utilities and Pascal's Wager.
Logique et Analyse 54(213): 69-108. -
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902658Herzberg F (2010)PUB
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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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1900259Herzberg F, Lindstrøm T (2009)PUB | DOI | WoS
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. -
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2007 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1899883Herzberg F (2007)PUB
Two recent applications of nonstandard analysis to the theory of financial markets.
In: The strength of nonstandard analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004. van den Berg IP, Neves V (Eds); Wien: Springer: 177-188. -
2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907701Naundorf B, Raufeisen J, Bennemann C, Herzberg F (2006)PUB
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. -
2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907700Herzberg F, Bennemann C (2006)PUB
Order statistics for Value-at-Risk estimation and option pricing.
Wilmott Magazine 2006(26): 46-50. -
2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2675229Albeverio S, Herzberg F (2006)PUB | DOI
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. -
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