47 Publikationen
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
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, et al., eds. Computational Logic in Multi-Agent Systems. Lecture Notes in Computer Science. no.8624 Cham: Springer International Publishing, pp. 138-147.PUB | DOI
-
-
-
-
-
-
-
-
-
-
2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902659Herzberg, F., 2011. Hyperreal expected utilities and Pascal's Wager. Logique et Analyse, 54(213), p 69-108.PUB | Download (ext.)
-
-
-
-
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), p 3-26.PUB
-
-
-
-
-
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), p 567-570.PUB | DOI | WoS
-
-
-
-
-
-
-
-
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. Wien: Springer, pp. 177-188.PUB
-
2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907701Naundorf, B., et al., 2006. You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine, 2006(26), p 52-55.PUB
-
2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907700Herzberg, F., & Bennemann, C., 2006. Order statistics for Value-at-Risk estimation and option pricing. Wilmott Magazine, 2006(26), p 46-50.PUB
-
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), p 301-325.PUB | DOI
-
-