Frederik S. Herzberg

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Papers (3)

1. Minimal axiomatic frameworks for definable hyperreals with transfer math.LO · 2017 · author #1
2. Approximate Bermudan option pricing based on the r\'eduite or cubature: soundness and characterisation of perpetual prices as fixed points math.PR · 2005 · author #1
3. A brief note on the soundness of Bermudan option pricing via cubature math.PR · 2005 · author #1

Mentions

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Frequent Coauthors

• Mikhail G. Katz 1 shared papers
• Vassily Lyubetsky 1 shared papers
• Vladimir Kanovei 1 shared papers