Reference health
New Methodologies in the Valuation of Interest Rate Options
2 of 43 checkable references need attention · checked 2026-10-07
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.
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References needing attention
does not resolve to a known work10.2307/2329472
does not resolve to a known work10.2307/2329490
The 41 checked references that resolve
resolves10.2307/2330962
On the Consistency of the Black-Scholes Model with a General Equilibrium Framework
resolves10.1016/0304-405x(79)90016-3
An intertemporal asset pricing model with stochastic consumption and investment opportunities
resolves10.1111/j.1540-6261.2004.00678.x
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1016/0304-405x(94)90029-9
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
resolves10.1016/s0304-4076(03)00103-9
Empirical assessment of an intertemporal option pricing model with latent variables
resolves10.2307/2951677
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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.1540-6261.2007.01253.x
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns
resolves10.1111/j.1540-6261.2006.01059.x
A Nonlinear Factor Analysis of S&P 500 Index Option Returns
resolves10.1016/j.jbankfin.2006.09.005
Closed-form transformations from risk-neutral to real-world distributions
resolves10.1093/rfs/3.4.493
General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns
resolves10.1016/s0304-405x(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
resolves10.1111/1467-9965.12408
Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models
resolves10.2139/ssrn.941701
Empirical Evaluation of Asset Pricing Models: Arbitrage and Pricing Errors in Contingent Claims
resolves10.1002/(sici)1096-9934(199704)17:2<131::aid-fut1>3.0.co;2-k
A simple approach to bond option pricing
The 6 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedHow often does the call move in the opposite direction to the underlying?
no DOI — not checkedref10
no DOI — not checkedref17
no DOI — not checkedref20
no DOI — not checkedref35
no DOI — not checkedref45
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