Reference health
FIX: The Fear Index—Measuring Market Fear
16/16 checkable references clean · checked 2026-07-26
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 16 checked references that resolve
resolves10.1016/j.insmatheco.2008.01.002
Static super-replicating strategies for a class of exotic options
resolves10.1504/IJPAM.2012.046910
Implied liquidity: towards stochastic liquidity modelling and liquidity trading
resolves10.1016/S0167-6687(02)00134-8
The concept of comonotonicity in actuarial science and finance: theory
resolves10.1016/S0167-6687(02)00135-X
The concept of comonotonicity in actuarial science and finance: applications
resolves10.1016/j.insmatheco.2012.01.005
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
resolves10.1016/S0167-6687(99)00051-7
An easy computable upper bound for the price of an arithmetic Asian option
The 7 references without a DOI — listed, not checked
no DOI — not checkedCarr, P., Madan, D.: Towards a theory of volatility trading. In: Jarrow, R. (ed.) Volatility, risk publications, pp. 417—427 (1998)
no DOI — not checkedChicago Board Options Exchange, Inc.: The CBOE volatility index – VIX. White paper (2009)
no DOI — not checkedDeelstra, G., Dhaene, J., Vanmaele, M.: An overview of comonotonicity and its applications in finance and insurance. In: Oksendal, B., Nunno, G. (eds.) Advanced Mathematical Methods for Finance, Springer, Germany (Heidelberg) (2010)
no DOI — not checkedDemeterfi, K., Derman, E., Kamal, M., Zhou, J.: More than you ever wanted to know about volatility swaps, Goldman Sachs quantitative strategies research notes (1999)
no DOI — not checkedLaurence, P.: Hedging and pricing of generalized spread options and the market implied comonotonicity gap, Presented at the Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna University (2007)
no DOI — not checkedLinders, D., Dhaene, J., Schoutens, W.: Some results on comonotonicity based upper bounds for index options. Working paper (2011)
no DOI — not checkedNeuberger, A.: Volatility trading, London Business School working paper (1990)
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work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
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