Fractional Brownian motion, random walks and binary market models T Sottinen Finance and Stochastics 5 (3), 343-355, 2001 | 237 | 2001 |
Pricing by hedging and no-arbitrage beyond semimartingales C Bender, T Sottinen, E Valkeila Finance and Stochastics 12, 441-468, 2008 | 118 | 2008 |
On arbitrage and replication in the fractional Black–Scholes pricing model T Sottinen, E Valkeila Statistics & Decisions 21 (2), 93-108, 2003 | 109 | 2003 |
Arbitrage with fractional Brownian motion? C Bender, T Sottinen, E Valkeila Theory of stochastic processes 13 (1), 23-34, 2007 | 101 | 2007 |
Gaussian bridges D Gasbarra, T Sottinen, E Valkeila Stochastic Analysis and Applications: The Abel Symposium 2005, 361-382, 2007 | 65 | 2007 |
Fractional processes as models in stochastic finance C Bender, T Sottinen, E Valkeila Advanced mathematical methods for finance, 75-103, 2011 | 59 | 2011 |
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 | 56 | 2014 |
Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems T Sottinen, S Särkkä | 42 | 2008 |
Fractional Brownian motion in finance and queueing T Sottinen Tommi Sottinen, 2003 | 41 | 2003 |
Fractional Brownian motion as a model in finance T Sottinen, E Valkeila Department of Mathematics, University of Helsinki, 2001 | 40 | 2001 |
Generalized Gaussian bridges T Sottinen, A Yazigi Stochastic Processes and their Applications 124 (9), 3084-3105, 2014 | 39 | 2014 |
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise T Sottinen, L Viitasaari Statistical Inference for Stochastic Processes 21, 569-601, 2018 | 28 | 2018 |
Simulation of weakly self-similar stationary increment-processes: a series expansion approach Y Kozachenko, T Sottinen, O Vasylyk Methodology and Computing in Applied Probability 7 (3), 379-400, 2005 | 28 | 2005 |
Stochastic analysis of Gaussian processes via Fredholm representation T Sottinen, L Viitasaari International journal of stochastic analysis 2016 (1), 8694365, 2016 | 25 | 2016 |
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 | 25 | 2011 |
Path space large deviations of a large buffer with Gaussian input traffic Y Kozachenko, O Vasylyk, T Sottinen Queueing Systems 42, 113-129, 2002 | 24 | 2002 |
Prediction law of fractional Brownian motion T Sottinen, L Viitasaari Statistics & Probability Letters 129, 155-166, 2017 | 23 | 2017 |
On the equivalence of multiparameter Gaussian processes T Sottinen, CA Tudor Journal of Theoretical Probability 19 (2), 461-485, 2006 | 23 | 2006 |
Parameter estimation for stochastic equations with additive fractional Brownian sheet T Sottinen, CA Tudor Statistical Inference for Stochastic Processes 11 (3), 221-236, 2008 | 19 | 2008 |
Pathwise integrals and Itô–Tanaka formula for Gaussian processes T Sottinen, L Viitasaari Journal of Theoretical Probability 29, 590-616, 2016 | 14 | 2016 |