Reference health
Pricing Forward Start Options in Models Based on (Time-Changed) Levy Processes
11/11 checkable references clean · checked 2026-08-27
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.
2 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 11 checked references that resolve
resolves10.1111/1467-9868.00282
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
resolves10.2139/ssrn.1253265
A Note on Monte Carlo Greeks for Jump Diffusion and Other Levy Processes
resolves10.2139/ssrn.282110
A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
The 2 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedEcient Calibration of Time-Changed L�vy Models to Forward Implied Volatility Surfaces
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.
checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.1319703"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1319703/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1319703)