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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

A558

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

A481

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