Reference health

Pricing and Hedging of CDOs: A Top Down Approach

https://doi.org/10.2139/ssrn.1472942
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9/9 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.

5 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 9 checked references that resolve
resolves10.2139/ssrn.1349847
Dynamic Hedging of Portfolio Credit Derivatives
resolves10.1007/s00780-008-0080-x
Background filtrations and canonical loss processes for top-down models of portfolio credit risk
resolves10.1007/978-3-540-68015-4
Term-Structure Models
resolves10.1142/s0219024908004956
PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES
resolves10.2307/2951677
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
resolves10.1007/978-3-662-02514-7
Limit Theorems for Stochastic Processes
resolves10.1093/oxfordhb/9780199546787.013.0007
Single‐and Multi‐Name Credit Derivatives: Theory and Practice
resolves10.1007/s007800100041
Risk-minimizing hedging strategies for insurance payment processes
resolves10.1201/b15702
Measure and Integral
The 5 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedDynamic modelling of CDO term structures
no DOI — not checkedHedging of non-redundant contingent claims
no DOI — not checkedref11
no DOI — not checkedref13
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

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