---
title: Fourier-Laplace Transforms in Polynomial Ornstein-Uhlenbeck Volatility Models
url: https://www.ml-quant.com/papers/ssrn/4816314/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4816314
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4816314
featured: 2024-05-08
citations: 8
topic: Derivatives & Volatility
---


# Fourier-Laplace Transforms in Polynomial Ornstein-Uhlenbeck Volatility Models

The article investigates the Fourier-Laplace transforms of various polynomial Ornstein-Uhlenbeck volatility models, linking it with the solution of an infinite dimensional Riccati equation.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4816314
- Identifier: SSRN 4816314
- Released: 2024-05-03
- First featured: Quant Letter No. 48 (2024-05-08): https://www.ml-quant.com/issues/2024-05-08/
- Citations (Semantic Scholar): 8
- Published in: not yet
- Topic: Derivatives & Volatility

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