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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
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  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. Azmoodeh, Ehsan & Sottinen, Tommi & Viitasaari, Lauri & Yazigi, Adil, 2014. "Necessary and sufficient conditions for Hölder continuity of Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 230-235.
  2. Sottinen, Tommi & Yazigi, Adil, 2014. "Generalized Gaussian bridges," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 3084-3105.
  3. 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.
  4. 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.
  5. 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.
  6. Sottinen Tommi & Valkeila Esko, 2003. "On arbitrage and replication in the fractional Black–Scholes pricing model," Statistics & Risk Modeling, De Gruyter, vol. 21(2/2003), pages 93-108, February.
  7. Tommi Sottinen, 2001. "Fractional Brownian motion, random walks and binary market models," Finance and Stochastics, Springer, vol. 5(3), pages 343-355.
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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