Department of Mathematics and Systems Analysis


Research reports by Tommi Sottinen

Here are the reports authored by Tommi Sottinen. See the reports of all authors.

Helsinki University of Technology Institute of Mathematics Research Reports A

José Igor Morlanes, Antti Rasila, Tommi Sottinen
Empirical evidence on arbitrage by changing the stock exchange   [pdf][ps]
Received 2008-12-09 * arbitrage, option-pricing volatility * AMS 91B28, 60H30 * 10 pages
Dario Gasbarra, Tommi Sottinen, Esko Valkeila
Gaussian bridges   [pdf][ps] abstract: [pdf][ps]
Received 2004-12-31 * Gaussian processes, Brownian bridge, pinned Gaussian processes, tied down Gaussian process, enlargement of filtration, fractional Brownian motion, fractional Brownian bridge * AMS 60G15, 60G18, 60G25, 60G44 * 24 pages

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