Details about Tommi Sottinen

Access statistics for papers by Tommi Sottinen.

Last updated 2017-03-08. Update your information in the RePEc Author Service.

Short-id: pso44

Working Papers

2013

1. Generalized Gaussian Bridges
   Papers, arXiv.org
   See also Journal Article Generalized Gaussian bridges, Stochastic Processes and their Applications, Elsevier (2014) View citations (7) (2014)

2010

2. Fractional processes as models in stochastic finance
   Papers, arXiv.org View citations (25)

Journal Articles

2017

1. On the conditional small ball property of multivariate Lévy-driven moving average processes
   Stochastic Processes and their Applications, 2017, 127, (3), 749-782 View citations (2)

2014

2. Generalized Gaussian bridges
   Stochastic Processes and their Applications, 2014, 124, (9), 3084-3105 View citations (7)
   See also Working Paper Generalized Gaussian Bridges, Papers (2013) (2013)
3. Necessary and sufficient conditions for Hölder continuity of Gaussian processes
   Statistics & Probability Letters, 2014, 94, (C), 230-235 View citations (13)

2011

4. Robust replication in H-self-similar Gaussian market models under uncertainty
   Statistics & Risk Modeling, 2011, 28, (1), 37-50 View citations (5)

2008

5. Parameter estimation for stochastic equations with additive fractional Brownian sheet
   Statistical Inference for Stochastic Processes, 2008, 11, (3), 221-236 View citations (3)
6. Pricing by hedging and no-arbitrage beyond semimartingales
   Finance and Stochastics, 2008, 12, (4), 441-468 View citations (36)

2003

7. On arbitrage and replication in the fractional Black–Scholes pricing model
   Statistics & Risk Modeling, 2003, 21, (2), 93-108 View citations (25)

2001

8. Fractional Brownian motion, random walks and binary market models
   Finance and Stochastics, 2001, 5, (3), 343-355 View citations (61)