Frederik S. Herzberg

4 books • 4 series

Nov 7, 2012
Cover of Stochastic Calculus with Infinitesimals

Stochastic Calculus with Infinitesimals (Lecture Notes in Mathematics, #2067)

May 29, 2011
Cover of Hyperfinite Dirichlet Forms and Stochastic Processes

Hyperfinite Dirichlet Forms and Stochastic Processes (Lecture Notes of the Unione Matematica Italiana, #10)

Dec 31, 2006
Cover of Error Bounds and Convergence for American Put Option Pricing Based on Translation-Invariant Markov Chains

Error Bounds and Convergence for American Put Option Pricing Based on Translation-Invariant Markov Chains (Industriemathematick Und Angewandte Mathematik)

Dec 31, 2006
Cover of Continuity Corrections for Certain Perpetual American and Bermudan Options on Multiple Assets

Continuity Corrections for Certain Perpetual American and Bermudan Options on Multiple Assets (Berichte aus der Mathematik)