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.
    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.
    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.
    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.
    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.
    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.
    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.
    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.
    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.
    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.
    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.
    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
     

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