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Exchange Options under Jump-Diffusion Dynamics

https://doi.org/10.2139/ssrn.1352126
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1 of 21 checkable references need attention · checked 2026-08-28

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.

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.

References needing attention

does not resolve to a known work10.2307/2326358
The 20 checked references that resolve
resolves10.1017/cbo9780511755323
Lévy Processes and Stochastic Calculus
resolves10.1111/j.1468-5957.1993.tb00291.x
AMERICAN EXCHANGE OPTIONS AND A PUT‐CALL TRANSFORMATION: A NOTE
resolves10.1111/1467-9965.00032
The Valuation of American Options on Multiple Assets
resolves10.1111/j.1467-9965.1992.tb00040.x
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
resolves10.1080/1350486042000249336
Pricing American currency options in an exponential Lévy model
resolves10.1111/j.1467-9965.1993.tb00046.x
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS <sup>1</sup>
resolves10.21314/JCF.2004.123
Non-parametric calibration of jump–diffusion option pricing models
resolves10.2307/3215299
Changes of numéraire, changes of probability measure and option pricing
resolves10.1016/0167-6687(95)97170-y
072103 (E50, M20) Option pricing by Esscher transforms
resolves10.1111/1467-9965.00109
Analytical Valuation of American Options on Jump‐Diffusion Processes
resolves10.1016/0304-4149(81)90026-0
Martingales and stochastic integrals in the theory of continuous trading
resolves10.1111/j.1467-9965.1991.tb00007.x
Optimal Stopping and the American Put
resolves10.1002/9780470061602.eqf05005
Exchange Options
resolves10.1214/07-aap439
Minimal fq-martingale measures for exponential Lévy processes
resolves10.1093/rfs/3.4.547
The Analytic Valuation of American Options
resolves10.1016/0304-405x(76)90022-2
Option pricing when underlying stock returns are discontinuous
resolves10.1023/A:1011445109763
[Geometric Lévy Process &amp; MEMM] Pricing Model and Related Estimation Problems
resolves10.1007/s002459900042
Optimal Stopping, Free Boundary, and American Option in a Jump-Diffusion Model
resolves10.1007/978-3-662-02619-9
Stochastic Integration and Differential Equations
resolves10.1016/B978-044450896-6.50007-8
Jump-Diffusion Models
The 3 references without a DOI — listed, not checked
no DOI — not checkedOn exchange options with jumps
no DOI — not checkedref8
no DOI — not checkedA probabilistic approach to the r�duite in optimal stopping
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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