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Tommi Sottinen

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This is information that was supplied by Tommi Sottinen in registering through RePEc. If you are Tommi Sottinen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Tommi
Middle Name:
Last Name: Sottinen
Suffix:

RePEc Short-ID: pso44

Email:
Homepage: http://www.uwasa.fi/~tsottine/
Postal Address: Tommi Sottinen University of Vaasa Faculty of Technology Department of Mathematics and Statistics P.O.Box 700 FIN-65101 Vaasa FINLAND
Phone:

Affiliation

Vaasan yliopisto, Matemaattisten tieteiden laitos (University of Vaasa, Department of Mathematics and Statistics)
Homepage: http://www.uwasa.fi/matemaattiset/english/
Location: Finland, Vaasa

Works

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Working papers

  1. Tommi Sottinen & Adil Yazigi, 2012. "Generalized Gaussian Bridges," Papers 1205.3405, arXiv.org, revised Nov 2013.
  2. Christian Bender & Tommi Sottinen & Esko Valkeila, 2010. "Fractional processes as models in stochastic finance," Papers 1004.3106, arXiv.org.

Articles

  1. Gapeev Pavel V. & Sottinen Tommi & Valkeila Esko, 2011. "Robust replication in H-self-similar Gaussian market models under uncertainty," Statistics & Risk Modeling, De Gruyter, vol. 28(1), pages 37-50, March.
  2. Tommi Sottinen & Ciprian Tudor, 2008. "Parameter estimation for stochastic equations with additive fractional Brownian sheet," Statistical Inference for Stochastic Processes, Springer, vol. 11(3), pages 221-236, October.
  3. Christian Bender & Tommi Sottinen & Esko Valkeila, 2008. "Pricing by hedging and no-arbitrage beyond semimartingales," Finance and Stochastics, Springer, vol. 12(4), pages 441-468, October.
  4. Sottinen Tommi & Valkeila Esko, 2003. "On arbitrage and replication in the fractional BlackÔÇôScholes pricing model," Statistics & Risk Modeling, De Gruyter, vol. 21(2/2003), pages 93-108, February.
  5. Tommi Sottinen, 2001. "Fractional Brownian motion, random walks and binary market models," Finance and Stochastics, Springer, vol. 5(3), pages 343-355.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

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