PUB - Publikationen an der Universität Bielefeld

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• [14]
  

  2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2989114

  The mutation process on the ancestral line under selection.
  Baake E, Cordero F, Di Gaspero E (2024)
  Theoretical population biology.

  PUB | DOI | WoS | PubMed | Europe PMC
   
• [13]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988216

  Moran models and Wright-Fisher diffusions with selection and mutation in a one-sided random environment
  Cordero F, Vechambre G (2023)
  Advances in Applied Probability 55(3): 701-767.

  PUB | DOI | WoS
   
• [12]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2965524

  Lines of descent in the deterministic mutation–selection model with pairwise interaction
  Baake E, Cordero F, Hummel S (2022)
  Annals of Applied Probability 32(4): 2400-2447.

  PUB | DOI | WoS
   
• [11]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964053

  General selection models: Bernstein duality and minimal ancestral structures
  Cordero F, Hummel S, Schertzer E (2022)
  Annals of Applied Probability 32(3): 1499-1556.

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961109

  Λ-coalescents arising in a population with dormancy
  Cordero F, Schweinsberg J, Gonzalez Casanova A, Wilke-Berenguer M (2022)
  Electronic Journal of Probability 27: 1-34.

  PUB | DOI | WoS
   
• [9]
  

  2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2934596

  On the stationary distribution of the block counting process for population models with mutation and selection
  Cordero F, Moehle M (2019)
  JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 474(2): 1049-1081.

  PUB | DOI | WoS
   
• [8]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933527

  Asymptotic arbitrage in fractional mixed markets
  Cordero F, Klein I, Perez-Ostafe L (2018)
  MODERN STOCHASTICS-THEORY AND APPLICATIONS 5(4): 415-428.

  PUB | DOI | WoS
   
• [7]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931242

  A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent
  Baake E, Cordero F, Hummel S (2018)
  JOURNAL OF MATHEMATICAL BIOLOGY 77(3): 795-820.

  PUB | DOI | WoS | PubMed | Europe PMC
   
• [6]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916163

  The Deterministic Limit of the Moran Model: a Uniform Central Limit Theorem
  Cordero F (2017)
  MARKOV PROCESSES AND RELATED FIELDS 23(2): 313-324.

  PUB | WoS
   
• [5]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2909075

  Common ancestor type distribution: A Moran model and its deterministic limit
  Cordero F (2017)
  STOCHASTIC PROCESSES AND THEIR APPLICATIONS 127(2): 590-621.

  PUB | DOI | WoS
   
• [4]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906735

  Strong asymptotic arbitrage in the large fractional binary market
  Cordero F, Perez-Ostafe L (2016)
  MATHEMATICS AND FINANCIAL ECONOMICS 10(2): 179-202.

  PUB | DOI | WoS
   
• [3]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901338

  Asymptotic proportion of arbitrage points in fractional binary markets
  Cordero F, Klein I, Perez-Ostafe L (2016)
  Stochastic Processes and Their Applications 126(2): 315-336.

  PUB | DOI | WoS
   
• [2]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906187

  The First Passage Time of a Stable Process Conditioned to Not Overshoot
  Cordero F (2016)
  JOURNAL OF THEORETICAL PROBABILITY 29(3): 776-796.

  PUB | DOI | WoS
   
• [1]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901041

  Critical Transaction Costs and 1-step Asymptotic Arbitrage in Fractional Binary Markets
  Cordero F, Perez-Ostafe L (2015)
  International Journal of Theoretical and Applied Finance 18(5): 1550029.

  PUB | DOI | WoS