Tommi Sottinen
Tommi Sottinen
Professor of Business Mathematics, University of Vaasa
Vahvistettu sähköpostiosoite verkkotunnuksessa uva.fi - Kotisivu
Nimike
Viittaukset
Viittaukset
Vuosi
Fractional Brownian motion, random walks and binary market models
T Sottinen
Finance and Stochastics 5 (3), 343-355, 2001
2142001
Pricing by hedging and no-arbitrage beyond semimartingales
C Bender, T Sottinen, E Valkeila
Finance and Stochastics 12 (4), 441-468, 2008
1102008
On arbitrage and replication in the fractional Black–Scholes pricing model
T Sottinen, E Valkeila
Statistics & Decisions 21 (2), 93-108, 2003
962003
Arbitrage with fractional Brownian motion?
C Bender, T Sottinen, E Valkeila
Theory of Stochastic Processes 13 (1), 23-34, 2007
862007
Gaussian bridges
D Gasbarra, T Sottinen, E Valkeila
Stochastic analysis and applications, 361-382, 2007
542007
Fractional processes as models in stochastic finance
C Bender, T Sottinen, E Valkeila
Advanced mathematical methods for finance, 75-103, 2011
512011
Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems
T Sottinen, S Särkkä
Bayesian Analysis 3 (3), 555-584, 2008
382008
Fractional Brownian motion as a model in finance
T Sottinen, E Valkeila
Department of Mathematics, University of Helsinki, 2001
382001
Fractional Brownian motion in finance and queueing
T Sottinen
Helsingin yliopisto, 2003
372003
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
E Azmoodeh, T Sottinen, L Viitasaari, A Yazigi
Statistics & Probability Letters 94, 230-235, 2014
302014
Generalized Gaussian bridges
T Sottinen, A Yazigi
Stochastic Processes and their Applications 124 (9), 3084-3105, 2014
282014
Conditional full support of Gaussian processes with stationary increments
D Gasbarra, T Sottinen, H Van Zanten
Journal of Applied Probability 48 (2), 561-568, 2011
252011
Simulation of Weakly Self-Similar Stationary Increment Sub^ sub [phi]^([Omega])-Processes: A Series Expansion Approach
Y Kozachenko, T Sottinen, O Vasylyk
Methodology and Computing in Applied Probability 7 (3), 379, 2005
252005
Path space large deviations of a large buffer with Gaussian input traffic
Y Kozachenko, O Vasylyk, T Sottinen
Queueing Systems 42 (2), 113-129, 2002
242002
Stochastic Analysis of Gaussian Processes via Fredholm Representation.
T Sottinen, L Viitasaari
International journal of stochastic analysis, 2016
232016
On the equivalence of multiparameter Gaussian processes
T Sottinen, C Tudor
Journal of Theoretical Probability 19 (2), 461-485, 2006
232006
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
T Sottinen, L Viitasaari
Statistical Inference for Stochastic Processes 21 (3), 569-601, 2018
212018
Prediction law of fractional Brownian motion
T Sottinen, L Viitasaari
Statistics & Probability Letters 129, 155-166, 2017
152017
Parameter estimation for stochastic equations with additive fractional Brownian sheet
T Sottinen, CA Tudor
Statistical Inference for Stochastic Processes 11 (3), 221-236, 2008
152008
On Gaussian processes equivalent in law to fractional Brownian motion
T Sottinen
Journal of Theoretical Probability 17 (2), 309-325, 2004
142004
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Artikkelit 1–20