Herzberg, Frederik S. Corrigendum to: “Respect for experts vs. respect for unanimity”. (English) Zbl 1468.91047 Econ. Lett. 205, Article ID 109964, 2 p. (2021). MSC: 91B14 91B06 91B10 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Econ. Lett. 205, Article ID 109964, 2 p. (2021; Zbl 1468.91047) Full Text: DOI
Herzberg, Frederik Arrovian aggregation of generalised expected-utility preferences: (im)possibility results by means of model theory. (English) Zbl 1417.91177 Stud. Log. 106, No. 5, 947-967 (2018). MSC: 91B08 91B16 03C98 PDFBibTeX XMLCite \textit{F. Herzberg}, Stud. Log. 106, No. 5, 947--967 (2018; Zbl 1417.91177) Full Text: DOI
Herzberg, Frederik Respect for experts vs. respect for unanimity: the liberal paradox in probabilistic opinion pooling. (English) Zbl 1396.91146 Econ. Lett. 151, 44-47 (2017); corrigendum ibid. 205, Article ID 109964, 2 p. (2021). MSC: 91B14 91B06 91B10 PDFBibTeX XMLCite \textit{F. Herzberg}, Econ. Lett. 151, 44--47 (2017; Zbl 1396.91146) Full Text: DOI
Herzberg, Frederik Aggregating infinitely many probability measures. (English) Zbl 1377.91084 Theory Decis. 78, No. 2, 319-337 (2015). MSC: 91B14 91B16 03H05 60A10 PDFBibTeX XMLCite \textit{F. Herzberg}, Theory Decis. 78, No. 2, 319--337 (2015; Zbl 1377.91084) Full Text: DOI Link
Herzberg, Frederik Corrigendum and addendum to “Universal algebra for general aggregation theory”. (English) Zbl 1319.91068 J. Log. Comput. 25, No. 3, 979-982 (2015). MSC: 91B14 03B50 06D35 PDFBibTeX XMLCite \textit{F. Herzberg}, J. Log. Comput. 25, No. 3, 979--982 (2015; Zbl 1319.91068) Full Text: DOI
Herzberg, Frederik S. Universal algebra for general aggregation theory: many-valued propositional-attitude aggregators as MV-homomorphisms. (English) Zbl 1319.91069 J. Log. Comput. 25, No. 3, 965-977 (2015). MSC: 91B14 03B50 06D35 PDFBibTeX XMLCite \textit{F. S. Herzberg}, J. Log. Comput. 25, No. 3, 965--977 (2015; Zbl 1319.91069) Full Text: DOI Link
Herzberg, Frederik A note on “The no alternatives argument” by Richard Dawid, Stephan Hartmann and Jan Sprenger. (English) Zbl 1360.03055 Eur. J. Philos. Sci. 4, No. 3, 375-384 (2014). MSC: 03A10 60A99 62A01 PDFBibTeX XMLCite \textit{F. Herzberg}, Eur. J. Philos. Sci. 4, No. 3, 375--384 (2014; Zbl 1360.03055) Full Text: DOI
Herzberg, Frederik A graded Bayesian coherence notion. (English) Zbl 1304.03038 Erkenntnis 79, No. 4, 843-869 (2014). MSC: 03A10 62A01 62C10 PDFBibTeX XMLCite \textit{F. Herzberg}, Erkenntnis 79, No. 4, 843--869 (2014; Zbl 1304.03038) Full Text: DOI Link
Herzberg, Frederik The dialectics of infinitism and coherentism: inferential justification versus holism and coherence. (English) Zbl 1310.03017 Synthese 191, No. 4, 701-723 (2014). MSC: 03A10 PDFBibTeX XMLCite \textit{F. Herzberg}, Synthese 191, No. 4, 701--723 (2014; Zbl 1310.03017) Full Text: DOI Link
Herzberg, Frederik The consistency of probabilistic regresses: some implications for epistemological infinitism. (English) Zbl 1303.03032 Erkenntnis 78, No. 2, 371-382 (2013). MSC: 03A10 00A30 03H05 60G05 PDFBibTeX XMLCite \textit{F. Herzberg}, Erkenntnis 78, No. 2, 371--382 (2013; Zbl 1303.03032) Full Text: DOI Link
Herzberg, Frederik S. First steps towards an equilibrium theory for Lévy financial markets. (English) Zbl 1298.91200 Ann. Finance 9, No. 3, 543-572 (2013). MSC: 91G80 60G51 91B50 91B25 91G20 26E35 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Ann. Finance 9, No. 3, 543--572 (2013; Zbl 1298.91200) Full Text: DOI
Herzberg, Frederik Stochastic calculus with infinitesimals. (English) Zbl 1302.60006 Lecture Notes in Mathematics 2067. Berlin: Springer (ISBN 978-3-642-33148-0/pbk; 978-3-642-33149-7/ebook). xviii, 112 p. (2013). Reviewer: Michael Högele (Berlin) MSC: 60-01 60A05 03H05 PDFBibTeX XMLCite \textit{F. Herzberg}, Stochastic calculus with infinitesimals. Berlin: Springer (2013; Zbl 1302.60006) Full Text: DOI Backlinks: MO
Herzberg, Frederik Simple nonstandard proofs of Daniell-Kolmogorov-type theorems. (English) Zbl 1259.28019 Positivity 16, No. 4, 627-631 (2012). Reviewer: Isaac Goldbring (Chicago) MSC: 28E05 03H05 60J05 60J25 60B05 46M40 PDFBibTeX XMLCite \textit{F. Herzberg}, Positivity 16, No. 4, 627--631 (2012; Zbl 1259.28019) Full Text: DOI
Herzberg, Frederik Hyperreal expected utilities and Pascal’s wager. (English) Zbl 1238.03013 Log. Anal., Nouv. Sér. 54, No. 213, 69-108 (2011). Reviewer: Roman Murawski (Poznań) MSC: 03A05 03H10 91B16 PDFBibTeX XMLCite \textit{F. Herzberg}, Log. Anal., Nouv. Sér. 54, No. 213, 69--108 (2011; Zbl 1238.03013)
Herzberg, Frederik A representative individual from Arrovian aggregation of parametric individual utilities. (English) Zbl 1232.91193 J. Math. Econ. 46, No. 6, 1115-1124 (2010). MSC: 91B14 91B08 PDFBibTeX XMLCite \textit{F. Herzberg}, J. Math. Econ. 46, No. 6, 1115--1124 (2010; Zbl 1232.91193) Full Text: DOI Link
Herzberg, Frederik S. Hyperfinite stochastic integration for Lévy processes with finite-variation jump part. (English) Zbl 1196.03085 Bull. Sci. Math. 134, No. 4, 423-445 (2010). Reviewer: Isaac Goldbring (Los Angeles) MSC: 03H05 28E05 60G51 60H05 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Bull. Sci. Math. 134, No. 4, 423--445 (2010; Zbl 1196.03085) Full Text: DOI
Herzberg, Frederik The consistency of probabilistic regresses. A reply to Jeanne Peijnenburg and David Atkinson. (English) Zbl 1197.03008 Stud. Log. 94, No. 3, 331-345 (2010). MSC: 03A05 60A99 03H05 PDFBibTeX XMLCite \textit{F. Herzberg}, Stud. Log. 94, No. 3, 331--345 (2010; Zbl 1197.03008) Full Text: DOI Link
Herzberg, Frederik Judgment aggregators and Boolean algebra homomorphisms. (English) Zbl 1197.91080 J. Math. Econ. 46, No. 1, 132-140 (2010). MSC: 91B12 91B14 PDFBibTeX XMLCite \textit{F. Herzberg}, J. Math. Econ. 46, No. 1, 132--140 (2010; Zbl 1197.91080) Full Text: DOI Link
Herzberg, Frederik Elementary non-Archimedean utility theory. (English) Zbl 1176.91014 Math. Soc. Sci. 58, No. 1, 8-14 (2009). MSC: 91A30 PDFBibTeX XMLCite \textit{F. Herzberg}, Math. Soc. Sci. 58, No. 1, 8--14 (2009; Zbl 1176.91014) Full Text: DOI Link
Herzberg, Frederik S. Perpetual Bermudan continuity corrections and a multi-dimensional Wiener-Hopf type result. (English) Zbl 1161.91014 Stochastic Anal. Appl. 27, No. 1, 176-195 (2009). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 47A68 60G51 60G40 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Stochastic Anal. Appl. 27, No. 1, 176--195 (2009; Zbl 1161.91014) Full Text: DOI
Herzberg, Frederik Black-Scholes theory for an underlying with multiple attractors. (English) Zbl 1154.91447 Quant. Finance 8, No. 5, 453-457 (2008). MSC: 91B28 60H15 PDFBibTeX XMLCite \textit{F. Herzberg}, Quant. Finance 8, No. 5, 453--457 (2008; Zbl 1154.91447) Full Text: DOI
Herzberg, Frederik Addendum to “A definable nonstandard enlargement”. (English) Zbl 1193.03086 Math. Log. Q. 54, No. 6, 666-667 (2008). MSC: 03H05 03C55 PDFBibTeX XMLCite \textit{F. Herzberg}, Math. Log. Q. 54, No. 6, 666--667 (2008; Zbl 1193.03086) Full Text: DOI
Herzberg, Frederik A definable nonstandard enlargement. (English) Zbl 1193.03085 Math. Log. Q. 54, No. 2, 167-175 (2008). MSC: 03H05 03C55 PDFBibTeX XMLCite \textit{F. Herzberg}, Math. Log. Q. 54, No. 2, 167--175 (2008; Zbl 1193.03085) Full Text: DOI
Herzberg, Frederik Approximate Bermudan option pricing based on the réduite or cubature: soundness and characterisation of perpetual prices as fixed points. (English) Zbl 1142.91459 Int. J. Pure Appl. Math. 35, No. 2, 215-236 (2007). MSC: 91G20 60J45 PDFBibTeX XMLCite \textit{F. Herzberg}, Int. J. Pure Appl. Math. 35, No. 2, 215--236 (2007; Zbl 1142.91459) Full Text: arXiv
Herzberg, Frederik Internal laws of probability, generalized likelihoods and Lewis’ infinitesimal chances – a response to Adam Elga. (English) Zbl 1155.00304 Br. J. Philos. Sci. 58, No. 1, 25-43 (2007). MSC: 00A35 60A05 PDFBibTeX XMLCite \textit{F. Herzberg}, Br. J. Philos. Sci. 58, No. 1, 25--43 (2007; Zbl 1155.00304) Full Text: DOI Link
Herzberg, Frederik Continuity corrections for certain perpetual American and Bermudan options on multiple assets. (English) Zbl 1140.91044 Berichte aus der Mathematik. Aachen: Shaker Verlag (ISBN 978-3-8322-5766-8/pbk). x, 61 p. (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 60G51 60G40 PDFBibTeX XMLCite \textit{F. Herzberg}, Continuity corrections for certain perpetual American and Bermudan options on multiple assets. Aachen: Shaker Verlag (2007; Zbl 1140.91044) Full Text: arXiv Link
Herzberg, Frederik Error bounds and convergence for American put option pricing based on translation-invariant Markov chains. (English) Zbl 1140.91043 Industriemathematik und Angewandte Mathematik. Aachen: Shaker Verlag (ISBN 978-3-8322-5790-3/pbk). viii, 55 p. (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 60G50 60G42 PDFBibTeX XMLCite \textit{F. Herzberg}, Error bounds and convergence for American put option pricing based on translation-invariant Markov chains. Aachen: Shaker Verlag (2006; Zbl 1140.91043) Full Text: arXiv Link
Herzberg, Frederik Path-dependent utility functions and nonstandard analysis. (English) Zbl 1140.91349 Bonn: Univ. Bonn, Mathematisch-Naturwissenschaftliche Fakultät (Diss.). 67 p. (2006). MSC: 91B16 PDFBibTeX XMLCite \textit{F. Herzberg}, Path-dependent utility functions and nonstandard analysis. Bonn: Univ. Bonn, Mathematisch-Naturwissenschaftliche Fakultät (Diss.) (2006; Zbl 1140.91349)
Herzberg, Frederik S. Beyond representative agent models: a variational approach to stochastic non-linear utility functions and a Wiener-like measure on \(C^2\). (English) Zbl 1156.91343 Int. J. Appl. Math. 17, No. 2, 171-191 (2005); corrigendum ibid. 18, No. 3, 415-416 (2005). Reviewer: Frederik Herzberg (Bielefeld) MSC: 91B16 60H07 28C20 91B14 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Int. J. Appl. Math. 17, No. 2, 171--191 (2005; Zbl 1156.91343)
Herzberg, Frederik S. The fairest price of an asset in an environment of temporary arbitrage. (English) Zbl 1068.60065 Int. J. Pure Appl. Math. 18, No. 1, 121-131 (2005). Reviewer: Serguey Victorovich Zhulenev (Moskva) MSC: 60G44 91B24 91B28 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Int. J. Pure Appl. Math. 18, No. 1, 121--131 (2005; Zbl 1068.60065) Full Text: arXiv
Herzberg, Frederik S. A brief note on the soundness of Bermudan option pricing via cubature. arXiv:math/0503235 Preprint, arXiv:math/0503235 [math.PR] (2005). MSC: 91B28 65D32 BibTeX Cite \textit{F. S. Herzberg}, ``A brief note on the soundness of Bermudan option pricing via cubature'', Preprint, arXiv:math/0503235 [math.PR] (2005) Full Text: arXiv
Herzberg, Frederik S Recent approaches to multidimensional Bermudan option pricing and the extrapolation to American option prices. arXiv:math/0501261 Preprint, arXiv:math/0501261 [math.PR] (2005). MSC: 60G51 60G40 91B28 BibTeX Cite \textit{F. S Herzberg}, ``Recent approaches to multidimensional Bermudan option pricing and the extrapolation to American option prices'', Preprint, arXiv:math/0501261 [math.PR] (2005) Full Text: arXiv
Herzberg, Frederik On measures of unfairness and an optimal currency transaction tax. arXiv:math/0410543 Preprint, arXiv:math/0410543 [math.PR] (2004). MSC: 60G44 91B24 91B28 BibTeX Cite \textit{F. Herzberg}, ``On measures of unfairness and an optimal currency transaction tax'', Preprint, arXiv:math/0410543 [math.PR] (2004) Full Text: arXiv