Lin, Xuyang
- Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
2024/05/03 by Eduardo Abi Jaber, Jaber, Eduardo Abi, Shaun +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Computational Finance (q-fin.CP) #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications