16 citations · 32 across the 4 of their papers we have counts for
4 papers
Optimal closing of a pair trade with a model containing jumps
Stig Larsson, Carl Lindberg, Marcus Warfheimer
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely applied investment strategy in the financial industry. Re…
Stochastic domination for the Ising and fuzzy Potts models
Marcus Warfheimer
We discuss various aspects concerning stochastic domination for the Ising model and the fuzzy Potts model. We begin by considering the Ising model on the homogeneous tree of degree…
Attractive nearest-neighbor spin systems on the integers in a randomly evolving environment
Marcus Warfheimer
We consider spin systems on (i.e.\ interacting particle systems on in which each coordinate only has two possible values and only one coordinate changes in each transitio…
The critical contact process in a randomly evolving environment dies out
Jeffrey E. Steif, Marcus Warfheimer
Bezuidenhout and Grimmett proved that the critical contact process dies out. Here, we generalize the result to the so called contact process in a random evolving environment (CPREE…