PUB - Publikationen an der Universität Bielefeld

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• [13]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988216

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

  PUB | DOI | WoS
   
• [12]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2965524

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

  PUB | DOI | WoS
   
• [11]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964053

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

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961109

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

  PUB | DOI | WoS
   
• [9]
  

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

  Cordero, F., Moehle, M.: 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 (2019).

  PUB | DOI | WoS
   
• [8]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933527

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

  PUB | DOI | WoS
   
• [7]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931242

  Baake, E., Cordero, F., Hummel, S.: 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 (2018).

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

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916163

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

  PUB | WoS
   
• [5]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2909075

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

  PUB | DOI | WoS
   
• [4]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906735

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

  PUB | DOI | WoS
   
• [3]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901338

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

  PUB | DOI | WoS
   
• [2]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906187

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

  PUB | DOI | WoS
   
• [1]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901041

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

  PUB | DOI | WoS