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 0 1 714
Generalized Gaussian Bridges 0 0 0 313 0 0 0 350
Total Working Papers 0 0 0 923 0 0 1 1,064


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 2 1,708 0 0 4 3,019
Generalized Gaussian bridges 0 0 0 52 0 0 0 75
Necessary and sufficient conditions for Hölder continuity of Gaussian processes 0 0 0 34 0 0 4 58
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 2 12
Parameter estimation for stochastic equations with additive fractional Brownian sheet 0 0 0 817 1 1 2 975
Pricing by hedging and no-arbitrage beyond semimartingales 0 0 0 972 1 1 2 1,071
Robust replication in H-self-similar Gaussian market models under uncertainty 0 0 0 23 0 0 0 33
Total Journal Articles 0 0 2 3,635 2 2 14 5,322


Statistics updated 2025-03-03