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Tommi Sottinen


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Personal Details

First Name: Tommi
Middle Name:
Last Name: Sottinen

RePEc Short-ID: pso44

Postal Address: Tommi Sottinen University of Vaasa Faculty of Technology Department of Mathematics and Statistics P.O.Box 700 FIN-65101 Vaasa FINLAND


Vaasan yliopisto, Matemaattisten tieteiden laitos (University of Vaasa, Department of Mathematics and Statistics)
Location: Finland, Vaasa


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Working papers

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


  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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