10 citations · 21 across the 13 of their papers we have counts for
13 papers
Hyperfinite Construction of -expectation
Tolulope Fadina, Frederik Herzberg
The hyperfinite -expectation is a nonstandard discrete analogue of -expectation (in the sense of Robinsonian nonstandard analysis). A lifting of a continuous-time -expecta…
Minimal axiomatic frameworks for definable hyperreals with transfer
Frederik S. Herzberg, Vladimir Kanovei, Mikhail G. Katz +1
We modify the definable ultrapower construction of Kanovei and Shelah (2004) to develop a ZF-definable extension of the continuum with transfer provable using countable choice only…
Fermat, Leibniz, Euler, and the gang: The true history of the concepts of limit and shadow
Tiziana Bascelli, Emanuele Bottazzi, Frederik Herzberg +6
Fermat, Leibniz, Euler, and Cauchy all used one or another form of approximate equality, or the idea of discarding "negligible" terms, so as to obtain a correct analytic answer. Th…
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
Frederik Herzberg, Frank Riedel
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.
Relating debt and currency crises -- towards a general equilibrium approach
Angelique Herzberg, Frederik S Herzberg
This short paper proposes a simple general equilibrium approach within a Markov-switching regime to explain how asymmetric information between lenders and speculators may lead to c…
The moment problem on the Wiener space
Frederik S Herzberg
Consider an -continuous functional on the vector space of polynomials of Brownian motion at given times, suppose commutes with the quadratic variation in a natu…