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• [13]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988216

  Cordero, Fernando, and Vechambre, Gregoire. “Moran models and Wright-Fisher diffusions with selection and mutation in a one-sided random environment”. Advances in Applied Probability 55.3 (2023): 701-767.

  PUB | DOI | WoS
   
• [12]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2965524

  Baake, Ellen, Cordero, Fernando, and Hummel, Sebastian. “Lines of descent in the deterministic mutation–selection model with pairwise interaction”. Annals of Applied Probability 32.4 (2022): 2400-2447.

  PUB | DOI | WoS
   
• [11]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964053

  Cordero, Fernando, Hummel, Sebastian, and Schertzer, Emmanuel. “General selection models: Bernstein duality and minimal ancestral structures”. Annals of Applied Probability 32.3 (2022): 1499-1556.

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961109

  Cordero, Fernando, Schweinsberg, Jason, Gonzalez Casanova, Adrian, and Wilke-Berenguer, Maite. “Λ-coalescents arising in a population with dormancy”. Electronic Journal of Probability 27 (2022): 1-34.

  PUB | DOI | WoS
   
• [9]
  

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

  Cordero, Fernando, and Moehle, M. “On the stationary distribution of the block counting process for population models with mutation and selection”. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 474.2 (2019): 1049-1081.

  PUB | DOI | WoS
   
• [8]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933527

  Cordero, Fernando, Klein, Irene, and Perez-Ostafe, Lavinia. “Asymptotic arbitrage in fractional mixed markets”. MODERN STOCHASTICS-THEORY AND APPLICATIONS 5.4 (2018): 415-428.

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• [7]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931242

  Baake, Ellen, Cordero, Fernando, and Hummel, Sebastian. “A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent”. JOURNAL OF MATHEMATICAL BIOLOGY 77.3 (2018): 795-820.

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

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916163

  Cordero, Fernando. “The Deterministic Limit of the Moran Model: a Uniform Central Limit Theorem”. MARKOV PROCESSES AND RELATED FIELDS 23.2 (2017): 313-324.

  PUB | WoS
   
• [5]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2909075

  Cordero, Fernando. “Common ancestor type distribution: A Moran model and its deterministic limit”. STOCHASTIC PROCESSES AND THEIR APPLICATIONS 127.2 (2017): 590-621.

  PUB | DOI | WoS
   
• [4]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906735

  Cordero, Fernando, and Perez-Ostafe, Lavinia. “Strong asymptotic arbitrage in the large fractional binary market”. MATHEMATICS AND FINANCIAL ECONOMICS 10.2 (2016): 179-202.

  PUB | DOI | WoS
   
• [3]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901338

  Cordero, Fernando, Klein, Irene, and Perez-Ostafe, Lavinia. “Asymptotic proportion of arbitrage points in fractional binary markets”. Stochastic Processes and Their Applications 126.2 (2016): 315-336.

  PUB | DOI | WoS
   
• [2]
  

  2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906187

  Cordero, Fernando. “The First Passage Time of a Stable Process Conditioned to Not Overshoot”. JOURNAL OF THEORETICAL PROBABILITY 29.3 (2016): 776-796.

  PUB | DOI | WoS
   
• [1]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901041

  Cordero, Fernando, and Perez-Ostafe, Lavinia. “Critical Transaction Costs and 1-step Asymptotic Arbitrage in Fractional Binary Markets”. International Journal of Theoretical and Applied Finance 18.5 (2015): 1550029.

  PUB | DOI | WoS