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Option Valuation in Multivariate SMM/SABR Models (with an Application to the CMS Spread)

https://doi.org/10.2139/ssrn.1469554
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1 of 7 checkable references need attention · checked 2026-08-29

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 work10.2307/2326358
The 6 checked references that resolve
resolves10.1007/978-3-662-12429-1_10
Spread Option Valuation and the Fast Fourier Transform
resolves10.1111/j.1467-9965.1993.tb00084.x
Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup>
resolves10.2139/ssrn.1520775
Fast and Accurate Pricing and Hedging of Long-Dated CMS Spread Options
resolves10.2139/ssrn.1418571
Efficient Pricing of CMS Spread Options in a Stochastic Volatility LMM
resolves10.2139/ssrn.906473
Markovian Projection Method for Volatility Calibration
resolves10.2307/2327648
Displaced Diffusion Option Pricing
The 6 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref3
no DOI — not checkedref4
no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedref9
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 2026-08-29 — 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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