PUB - Publikationen an der Universität Bielefeld

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• [13]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988216

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

  PUB | DOI | WoS
   
• [12]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2965524

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

  PUB | DOI | WoS
   
• [11]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964053

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

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961109

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

  PUB | DOI | WoS
   
• [9]
  

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

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

  PUB | DOI | WoS
   
• [8]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933527

  F. Cordero, I. Klein, and L. Perez-Ostafe, “Asymptotic arbitrage in fractional mixed markets”, MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2018, 5, 415-428.

  PUB | DOI | WoS
   
• [7]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931242

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

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

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916163

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

  PUB | WoS
   
• [5]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2909075

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

  PUB | DOI | WoS
   
• [4]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906735

  F. Cordero, and L. Perez-Ostafe, “Strong asymptotic arbitrage in the large fractional binary market”, MATHEMATICS AND FINANCIAL ECONOMICS, 2016, 10, 179-202.

  PUB | DOI | WoS
   
• [3]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901338

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

  PUB | DOI | WoS
   
• [2]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906187

  F. Cordero, “The First Passage Time of a Stable Process Conditioned to Not Overshoot”, JOURNAL OF THEORETICAL PROBABILITY, 2016, 29, 776-796.

  PUB | DOI | WoS
   
• [1]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901041

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

  PUB | DOI | WoS