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Peer-reviewedPublisher termsFinance and Stochastics

Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models

  • Eduardo Abi Jaber
  • Shaun Xiaoyuan Li
  • Xuyang Lin
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Cite

BibTeXRIS
BibTeX
@article{jaber2026fourierlaplace,
  title = {{Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models}},
  author = {Eduardo Abi Jaber and Shaun Xiaoyuan Li and Xuyang Lin},
  journal = {Finance and Stochastics},
  year = {2026},
  month = sep,
  doi = {10.1007/s00780-026-00603-w},
  url = {https://hal.science/hal-04567783v2},
}
RIS
TY  - JOUR
TI  - Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
AU  - Eduardo Abi Jaber
AU  - Shaun Xiaoyuan Li
AU  - Xuyang Lin
PY  - 2026
DA  - 2026/09/18
JO  - Finance and Stochastics
DO  - 10.1007/s00780-026-00603-w
UR  - https://hal.science/hal-04567783v2
SN  - 0949-2984
SN  - 1432-1122
ER  -