Tommi Sottinen

According to our database, Tommi Sottinen authored at least 8 papers between 2001 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Efficient simulation of mixed boundary value problems and conformal mappings.

Qiansheng Han, Antti Rasila, Tommi Sottinen

Appl. Math. Comput., 2025

2022

Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets.

Josephine Dufitinema, Seppo Pynnönen, Tommi Sottinen

Commun. Stat. Simul. Comput., 2022

2021

Editorial: Long-Memory Models in Mathematical Finance.

Tommi Sottinen, Elisa Alòs, Ehsan Azmoodeh, Giulia Di Nunno

Frontiers Appl. Math. Stat., 2021

2019

Efficient simulation of the Schrödinger equation with a piecewise constant positive potential.

Xuxin Yang, Antti Rasila, Tommi Sottinen

Math. Comput. Simul., 2019

2018

Yukawa Potential, Panharmonic Measure and Brownian Motion.

Antti Rasila, Tommi Sottinen

Axioms, 2018

2008

Pricing by hedging and no-arbitrage beyond semimartingales.

Christian Bender, Tommi Sottinen, Esko Valkeila

Finance Stochastics, 2008

2002

Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic.

Yurij Kozachenko, Olga Vasylyk, Tommi Sottinen

Queueing Syst. Theory Appl., 2002

2001

Fractional Brownian motion, random walks and binary market models.

Tommi Sottinen

Finance Stochastics, 2001