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Dynamic Mis-Specification in Local-Stochastic Volatility Models
14/14 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.
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The 14 checked references that resolve
resolves10.1111/j.1467-9965.2006.00281.x
MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
resolves10.1057/9780230625846_18
On Model Selection and its Impact on the Hedging of Financial Derivatives
resolves10.2139/ssrn.831784
Implied Calibration and Moments Asymptotics in Stochastic Volatility Jump Diffusion Models
resolves10.2307/2951677
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
The 4 references without a DOI — listed, not checked
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no DOI — not checkedref7
no DOI — not checkedSorting out Swaptions
no DOI — not checkedref16
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