PUB - Publikationen an der Universität Bielefeld

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• [15]
  

  2025 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 3001630

  Cordero, F., Hummel, S., and Véchambre, G. (2025). Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence. Annals of Applied Probability 35, 393-457.

  PUB | DOI | WoS
   
• [14]
  

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

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

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

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988216

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

  PUB | DOI | WoS
   
• [12]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2965524

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

  PUB | DOI | WoS
   
• [11]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964053

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

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961109

  Cordero, F., Schweinsberg, J., Gonzalez Casanova, A., and 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., and 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, 1049-1081.

  PUB | DOI | WoS
   
• [8]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933527

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

  PUB | DOI | WoS
   
• [7]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931242

  Baake, E., Cordero, F., and 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, 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, 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, 590-621.

  PUB | DOI | WoS
   
• [4]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906735

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

  PUB | DOI | WoS
   
• [3]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901338

  Cordero, F., Klein, I., and Perez-Ostafe, L. (2016). Asymptotic proportion of arbitrage points in fractional binary markets. Stochastic Processes and Their Applications 126, 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, 776-796.

  PUB | DOI | WoS
   
• [1]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901041

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

  PUB | DOI | WoS