Reference health

Stochastic time changes in catastrophe option pricing

https://doi.org/10.1016/s0167-6687(97)00017-6
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10/10 checkable references clean · checked 2026-07-24

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.

5 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 10 checked references that resolve
resolves10.3905/jfi.1995.408128
Pricing Catastrophe Insurance Futures and Call Spreads
resolves10.1016/0167-6687(89)90002-4
A martingale approach to premium calculation principles in an arbitrage free market
resolves10.1111/j.1467-9965.1993.tb00092.x
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
resolves10.1111/j.1467-9965.1996.tb00122.x
PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
resolves10.1016/0022-0531(79)90043-7
Martingales and arbitrage in multiperiod securities markets
resolves10.1016/0304-4149(81)90026-0
Martingales and stochastic integrals in the theory of continuous trading
resolves10.1007/BF01447332
Optimal portfolio for a small investor in a market model with discontinuous prices
resolves10.2307/2331369
The Valuation of Multiple Claim Insurance Contracts
resolves10.1007/BF00531612
Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
resolves10.2307/1913889
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
The 5 references without a DOI — listed, not checked
no DOI — not checked10.1016/S0167-6687(97)00017-6_BIB1
no DOI — not checkedCAT calls
no DOI — not checkedDomino effect: Inverting the Laplace transform
no DOI — not checkedPricing catastrophe insurance
no DOI — not checkedStochastic subordination
What this badge says. CiteStamped means the CHECKABLE references of this 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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