Research graph
References from Fourier–Laplace transforms in polynomial Ornstein–Uhlenbeck volatility models. Local targets link to admitted publications; unresolved targets remain external evidence.
10.1080/14697688.2019.1615113
10.1080/14697688.2019.1615113 · 2019 · External reference
10.1007/s00780-022-00489-4
10.1007/s00780-022-00489-4 · 2022 · External reference
10.1137/23m1558847
10.1137/23m1558847 · 2024 · External reference
Unresolved reference
External reference
10.1137/24m1636952
10.1137/24m1636952 · 2025 · External reference
10.1111/mafi.12451
10.1111/mafi.12451 · 2025 · External reference
10.2139/ssrn.4308677
10.2139/ssrn.4308677 · External reference
10.1214/19-aap1477
10.1214/19-aap1477 · 2019 · External reference
10.1111/mafi.12463
10.1111/mafi.12463 · 2025 · External reference
10.1023/a:1011354913068
10.1023/a:1011354913068 · 2000 · External reference
Unresolved reference
External reference
10.21314/jcf.1999.043
10.21314/jcf.1999.043 · 1999 · External reference
10.1214/10-aap710
10.1214/10-aap710 · 2011 · External reference
10.1111/mafi.12442
10.1111/mafi.12442 · 2025 · External reference
Unresolved reference
External reference
10.1007/s00028-020-00557-2
10.1007/s00028-020-00557-2 · 2020 · External reference
10.1214/aoap/1060202833
10.1214/aoap/1060202833 · 2003 · External reference
Unresolved reference
External reference
10.1080/13504860903326669
10.1080/13504860903326669 · 2010 · External reference
Unresolved reference
1969 · External reference
10.1111/mafi.12173
10.1111/mafi.12173 · 2019 · External reference
10.1137/080718061
10.1137/080718061 · 2009 · External reference
10.1007/s00780-016-0298-y
10.1007/s00780-016-0298-y · 2016 · External reference
10.1137/030600291
10.1137/030600291 · 2003 · External reference
10.1007/s00780-019-00392-5
10.1007/s00780-019-00392-5 · 2019 · External reference
Unresolved reference
2002 · External reference
10.1093/rfs/6.2.327
10.1093/rfs/6.2.327 · 1993 · External reference
10.1137/090750421
10.1137/090750421 · 2010 · External reference
10.2139/ssrn.282110
10.2139/ssrn.282110 · External reference
10.1016/j.anihpc.2005.05.007
10.1016/j.anihpc.2005.05.007 · 2007 · External reference
10.1142/4694
10.1142/4694 · 2001 · External reference
10.2139/ssrn.921335
10.2139/ssrn.921335 · External reference
10.1111/1467-9965.00038
10.1111/1467-9965.00038 · 1997 · External reference
Unresolved reference
1976 · External reference
Unresolved reference
2023 · External reference
10.1023/a:1009803506170
10.1023/a:1009803506170 · 1999 · External reference
10.1007/978-3-662-04790-3_15
10.1007/978-3-662-04790-3_15 · 2002 · External reference
10.1080/07362994.2012.684322
10.1080/07362994.2012.684322 · 2012 · External reference
10.1093/rfs/4.4.727
10.1093/rfs/4.4.727 · 1991 · External reference
10.1007/978-3-662-04790-3_15
10.1007/978-3-662-04790-3_15 · ExternalCitation · doi-reference
10.1007/s00028-020-00557-2
10.1007/s00028-020-00557-2 · ExternalCitation · doi-reference
10.1007/s00780-016-0298-y
10.1007/s00780-016-0298-y · ExternalCitation · doi-reference
10.1007/s00780-019-00392-5
10.1007/s00780-019-00392-5 · ExternalCitation · doi-reference
10.1007/s00780-022-00489-4
10.1007/s00780-022-00489-4 · ExternalCitation · doi-reference
10.1016/j.anihpc.2005.05.007
10.1016/j.anihpc.2005.05.007 · ExternalCitation · doi-reference
10.1023/a:1009803506170
10.1023/a:1009803506170 · ExternalCitation · doi-reference
10.1023/a:1011354913068
10.1023/a:1011354913068 · ExternalCitation · doi-reference
10.1080/07362994.2012.684322
10.1080/07362994.2012.684322 · ExternalCitation · doi-reference
10.1080/13504860903326669
10.1080/13504860903326669 · ExternalCitation · doi-reference
10.1080/14697688.2019.1615113
10.1080/14697688.2019.1615113 · ExternalCitation · doi-reference
10.1093/rfs/4.4.727
10.1093/rfs/4.4.727 · ExternalCitation · doi-reference
10.1093/rfs/6.2.327
10.1093/rfs/6.2.327 · ExternalCitation · doi-reference
10.1111/1467-9965.00038
10.1111/1467-9965.00038 · ExternalCitation · doi-reference
10.1111/mafi.12173
10.1111/mafi.12173 · ExternalCitation · doi-reference
10.1111/mafi.12442
10.1111/mafi.12442 · ExternalCitation · doi-reference
10.1111/mafi.12451
10.1111/mafi.12451 · ExternalCitation · doi-reference
10.1111/mafi.12463
10.1111/mafi.12463 · ExternalCitation · doi-reference
10.1137/030600291
10.1137/030600291 · ExternalCitation · doi-reference
10.1137/080718061
10.1137/080718061 · ExternalCitation · doi-reference
10.1137/090750421
10.1137/090750421 · ExternalCitation · doi-reference
10.1137/23m1558847
10.1137/23m1558847 · ExternalCitation · doi-reference
10.1137/24m1636952
10.1137/24m1636952 · ExternalCitation · doi-reference
10.1142/4694
10.1142/4694 · ExternalCitation · doi-reference
10.1214/10-aap710
10.1214/10-aap710 · ExternalCitation · doi-reference
10.1214/19-aap1477
10.1214/19-aap1477 · ExternalCitation · doi-reference
10.1214/aoap/1060202833
10.1214/aoap/1060202833 · ExternalCitation · doi-reference
10.21314/jcf.1999.043
10.21314/jcf.1999.043 · ExternalCitation · doi-reference
10.2139/ssrn.282110
10.2139/ssrn.282110 · ExternalCitation · doi-reference
10.2139/ssrn.4308677
10.2139/ssrn.4308677 · ExternalCitation · doi-reference
10.2139/ssrn.921335
10.2139/ssrn.921335 · ExternalCitation · doi-reference
