PUB - Publikationen an der Universität Bielefeld

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• [13]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988216

  Cordero, F., & Vechambre, G., 2023. Moran models and Wright-Fisher diffusions with selection and mutation in a one-sided random environment. Advances in Applied Probability, 55(3), p 701-767.

  PUB | DOI | WoS
   
• [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), p 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), p 1499-1556.

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961109

  Cordero, F., et al., 2022. Λ-coalescents arising in a population with dormancy. Electronic Journal of Probability , 27, p 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), p 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), p 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), p 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), p 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), p 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), p 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), p 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), p 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