Access Statistics for Tommi Sottinen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fractional processes as models in stochastic finance 0 0 0 610 1 1 3 717
Generalized Gaussian Bridges 0 0 0 313 0 0 1 351
Total Working Papers 0 0 0 923 1 1 4 1,068


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fractional Brownian motion, random walks and binary market models 0 1 2 1,710 1 3 8 3,027
Generalized Gaussian bridges 0 0 0 52 0 4 4 79
Necessary and sufficient conditions for Hölder continuity of Gaussian processes 1 1 1 35 1 2 6 64
On arbitrage and replication in the fractional Black–Scholes pricing model 0 0 0 26 0 0 0 79
On the conditional small ball property of multivariate Lévy-driven moving average processes 0 0 0 3 0 0 0 12
Parameter estimation for stochastic equations with additive fractional Brownian sheet 0 0 0 817 0 2 4 978
Pricing by hedging and no-arbitrage beyond semimartingales 0 0 0 972 0 0 1 1,071
Robust replication in H-self-similar Gaussian market models under uncertainty 0 0 0 23 0 0 0 33
Total Journal Articles 1 2 3 3,638 2 11 23 5,343


Statistics updated 2025-12-06