Work

Fourier–Laplace transforms in polynomial Ornstein–Uhlenbeck volatility models

Year: 2026

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-026-00603-w

Authors: Eduardo Abi Jaber, Xiaoyuan Shaun Li, Xuyang Lin

Institutions: École Polytechnique, New York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7213537627

FWCI: 3.856

Cites: 33

Cited by: 1

Related to: 10