12 Publikationen

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  • [12]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2965524
    Baake E, Cordero F, Hummel S (2022)
    Lines of descent in the deterministic mutation–selection model with pairwise interaction.
    Annals of Applied Probability 32(4): 2400-2447.
    PUB | DOI | WoS
     
  • [11]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964053
    Cordero F, Hummel S, Schertzer E (2022)
    General selection models: Bernstein duality and minimal ancestral structures.
    Annals of Applied Probability 32(3): 1499-1556.
    PUB | DOI | WoS
     
  • [10]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961109
    Cordero F, Schweinsberg J, Gonzalez Casanova A, Wilke-Berenguer M (2022)
    Λ-coalescents arising in a population with dormancy.
    Electronic Journal of Probability 27: 1-34.
    PUB | DOI | WoS
     
  • [9]
    2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2934596
    Cordero F, Moehle M (2019)
    On the stationary distribution of the block counting process for population models with mutation and selection.
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 474(2): 1049-1081.
    PUB | DOI | WoS
     
  • [8]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933527
    Cordero F, Klein I, Perez-Ostafe L (2018)
    Asymptotic arbitrage in fractional mixed markets.
    MODERN STOCHASTICS-THEORY AND APPLICATIONS 5(4): 415-428.
    PUB | DOI | WoS
     
  • [7]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931242
    Baake E, Cordero F, Hummel S (2018)
    A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent.
    JOURNAL OF MATHEMATICAL BIOLOGY 77(3): 795-820.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [6]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916163
    Cordero F (2017)
    The Deterministic Limit of the Moran Model: a Uniform Central Limit Theorem.
    MARKOV PROCESSES AND RELATED FIELDS 23(2): 313-324.
    PUB | WoS
     
  • [5]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2909075
    Cordero F (2017)
    Common ancestor type distribution: A Moran model and its deterministic limit.
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS 127(2): 590-621.
    PUB | DOI | WoS
     
  • [4]
    2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906735
    Cordero F, Perez-Ostafe L (2016)
    Strong asymptotic arbitrage in the large fractional binary market.
    MATHEMATICS AND FINANCIAL ECONOMICS 10(2): 179-202.
    PUB | DOI | WoS
     
  • [3]
    2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901338
    Cordero F, Klein I, Perez-Ostafe L (2016)
    Asymptotic proportion of arbitrage points in fractional binary markets.
    Stochastic Processes and Their Applications 126(2): 315-336.
    PUB | DOI | WoS
     
  • [2]
    2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906187
    Cordero F (2016)
    The First Passage Time of a Stable Process Conditioned to Not Overshoot.
    JOURNAL OF THEORETICAL PROBABILITY 29(3): 776-796.
    PUB | DOI | WoS
     
  • [1]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901041
    Cordero F, Perez-Ostafe L (2015)
    Critical Transaction Costs and 1-step Asymptotic Arbitrage in Fractional Binary Markets.
    International Journal of Theoretical and Applied Finance 18(5): 1550029.
    PUB | DOI | WoS
     

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