9 Publikationen

Alle markieren

[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 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: 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
 
[3]
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
 
[2]
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
 
[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
 

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9 Publikationen

Alle markieren

[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 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: 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
 
[3]
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
 
[2]
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
 
[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
 

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