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Ernst Zermelo
http://www-gap.dcs.st-and.ac.uk/~history/Mathematicians/Zermelo.html
Biography from the MacTutor History of Mathematics archive.
Zermelo Project
http://hrz.upb.de/~apeck1/zermelo/id9.htm
Scientific biography of Ernst Zermelo, site contains bibliography of Zermelo's writings and papers on Zermelo.