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 | 0 | 3 | 7 | 722 |
| Generalized Gaussian Bridges | 0 | 0 | 1 | 314 | 0 | 3 | 13 | 364 |
| Total Working Papers | 0 | 0 | 1 | 924 | 0 | 6 | 20 | 1,086 |
| 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 | 0 | 1 | 1,710 | 3 | 5 | 16 | 3,037 |
| Generalized Gaussian bridges | 0 | 0 | 0 | 52 | 0 | 2 | 9 | 84 |
| Necessary and sufficient conditions for Hölder continuity of Gaussian processes | 0 | 0 | 1 | 35 | 0 | 5 | 11 | 72 |
| On arbitrage and replication in the fractional Black–Scholes pricing model | 0 | 0 | 0 | 26 | 0 | 2 | 6 | 85 |
| On the conditional small ball property of multivariate Lévy-driven moving average processes | 0 | 0 | 0 | 3 | 1 | 2 | 5 | 17 |
| Parameter estimation for stochastic equations with additive fractional Brownian sheet | 0 | 0 | 0 | 817 | 0 | 0 | 4 | 980 |
| Pricing by hedging and no-arbitrage beyond semimartingales | 0 | 0 | 1 | 973 | 0 | 0 | 6 | 1,077 |
| Robust replication in H-self-similar Gaussian market models under uncertainty | 0 | 0 | 0 | 23 | 0 | 0 | 4 | 37 |
| Total Journal Articles | 0 | 0 | 3 | 3,639 | 4 | 16 | 61 | 5,389 |
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