Tommi Sottinen

Publication Activity (10 Years)

Years Active: 2001-2023
Publications (10 Years): 5

Top Topics

Brownian Motion

Stochastic Differential Equations

Top Venues

Math. Comput. Simul.

Commun. Stat. Simul. Comput.

Publications

Qiansheng Han, Antti Rasila, Tommi Sottinen
Efficient simulation of mixed boundary value problems and conformal mappings. CoRR (2023)
Josephine Dufitinema, Seppo Pynnönen, Tommi Sottinen
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. Commun. Stat. Simul. Comput. 51 (9) (2022)
Tommi Sottinen, Elisa Alòs, Ehsan Azmoodeh, Giulia Di Nunno
Editorial: Long-Memory Models in Mathematical Finance. Frontiers Appl. Math. Stat. 7 (2021)
Xuxin Yang, Antti Rasila, Tommi Sottinen
Efficient simulation of the Schrödinger equation with a piecewise constant positive potential. Math. Comput. Simul. 166 (2019)
Antti Rasila, Tommi Sottinen
Yukawa Potential, Panharmonic Measure and Brownian Motion. Axioms 7 (2) (2018)
Christian Bender, Tommi Sottinen, Esko Valkeila
Pricing by hedging and no-arbitrage beyond semimartingales. Finance Stochastics 12 (4) (2008)
Yurij Kozachenko, Olga Vasylyk, Tommi Sottinen
Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic. Queueing Syst. Theory Appl. 42 (2) (2002)
Tommi Sottinen
Fractional Brownian motion, random walks and binary market models. Finance Stochastics 5 (3) (2001)