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Forward Density Approach to European Option Under Stochastic Interest Rate

https://doi.org/10.2139/ssrn.1519674
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3/3 checkable references clean · checked 2026-08-29

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 3 checked references that resolve
resolves10.1002/9781119201816
Equity Hybrid Derivatives
resolves10.1006/jcph.1996.0160
A New Diffusion Procedure for Vortex Methods
resolves10.1017/cbo9780511526442
Vortex Methods
The 3 references without a DOI — listed, not checked
no DOI — not checkedEuropean option under stochastic interest rate and local volatility
no DOI — not checkedHandbook of Stochastic Methods: for Physics
no DOI — not checkedref4
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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