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Tommi Sottinen · Study
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Author
Tommi Sottinen
10 works
· latest 2017
· 3 institutions
cluster: provisional
ORCID 0000-0002-9983-9708
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Citations
614
Works here
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Most cited in this library
Fractional Brownian motion, random walks and binary market models
2001 · 188 citations
Pricing by hedging and no-arbitrage beyond semimartingales
2008 · 94 citations
On arbitrage and replication in the fractional Black–Scholes pricing model
2003 · 71 citations
Arbitrage with fractional Brownian motion
2007 · 61 citations
Fractional Processes as Models in Stochastic Finance
2011 · 52 citations
Works
10 shown
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
Statistical Inference for Stochastic Processes
·
2017
·
2 authors
·
Open access
28
citations
Generalized Gaussian bridges
Stochastic Processes and their Applications
·
2014
·
2 authors
·
Open access
35
citations
Fractional Processes as Models in Stochastic Finance
Springer eBooks
·
2011
·
3 authors
·
chapter
52
citations
Pricing by hedging and no-arbitrage beyond semimartingales
Finance and Stochastics
·
2008
·
3 authors
94
citations
Arbitrage with fractional Brownian motion
The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine)
·
2007
·
3 authors
61
citations
Gaussian Bridges
Springer eBooks
·
2007
·
3 authors
·
chapter
40
citations
On arbitrage and replication in the fractional Black–Scholes pricing model
Statistics & Risk Modeling
·
2003
·
2 authors
71
citations
Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic
Queueing Systems
·
2002
·
3 authors
17
citations
Fractional Brownian motion, random walks and binary market models
Finance and Stochastics
·
2001
·
1 author
188
citations
Fractional Brownian Motion as a Model in Finance
·
2001
·
1 author
·
preprint
28
citations