Reference health
An actuarial approach to option pricing under the physical measure and without market assumptions
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1 of 5 checkable references need attention · checked 2026-08-09
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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.
References needing attention
does not resolve to a known work10.2307/2328284
The 4 checked references that resolve
resolves10.1111/1467-9469.t01-1-00045
Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
The 7 references without a DOI — listed, not checked
no DOI — not checkedNormal-inverse Gaussian processes and the modelling of stock returns
no DOI — not checkedOption pricing: A simplified approach
no DOI — not checked10.1016/S0167-6687(98)00013-4_BIB5
no DOI — not checked10.1016/S0167-6687(98)00013-4_BIB6
no DOI — not checkedOption pricing by Esscher Transforms
no DOI — not checkedStochastic integration and differential equations: A new approach
no DOI — not checkedThe normal inverse Gaussian Lévy process: Simulation and Approximation
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
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-09 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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