Reference health
Multiscale Stochastic Volatility Asymptotics
14/14 checkable references clean · checked 2026-07-25
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.
3 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 14 checked references that resolve
resolves10.1111/j.1540-6261.1997.tb02749.x
Empirical Performance of Alternative Option Pricing Models
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.2307/2330793
Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
resolves10.1016/0304-405X(87)90009-2
Option values under stochastic volatility: Theory and empirical estimates
The 3 references without a DOI — listed, not checked
no DOI — not checkedDerivatives in financial markets with stochastic volatility
no DOI — not checkedR12
no DOI — not checkedOption valuation under stochastic volatility
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checked 2026-07-25 — 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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