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. Institute of Mathematical Statistics. doi:10.1214/21-AAP1736.
    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. Institute of Mathematical Statistics. doi:10.1214/21-AAP1683.
    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. Institute of Mathematical Statistics. doi:10.1214/22-EJP739.
    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. ACADEMIC PRESS INC ELSEVIER SCIENCE. doi:10.1016/j.jmaa.2019.02.004.
    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. VTeX. doi:10.15559/18-VMSTA109.
    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. Springer Science and Business Media LLC. doi:10.1007/s00285-018-1228-8.
    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. Polymat.
    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. Elsevier Science Bv. doi:10.1016/j.spa.2016.06.019.
    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. Springer Heidelberg. doi:10.1007/s11579-015-0155-3.
    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. Elsevier Science BV. doi:10.1016/j.spa.2015.09.002.
    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. Springer/Plenum Publishers. doi:10.1007/s10959-014-0592-6.
    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. World Scientific Publ Co Pte Ltd. doi:10.1142/S0219024915500296.
    PUB | DOI | WoS
     

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