Reference health

Using LMM-SABR Model to Manage Smile Risk of Fixed Income Portfolio

https://doi.org/10.2139/ssrn.1566508
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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
resolves10.24033/asens.476
Théorie de la spéculation
resolves10.1016/0304-405x(76)90024-6
The pricing of commodity contracts
resolves10.1086/260062
The Pricing of Options and Corporate Liabilities
resolves10.1111/1467-9965.00028
The Market Model of Interest Rate Dynamics
resolves10.1016/0304-405x(76)90023-4
The valuation of options for alternative stochastic processes
resolves10.1002/wilm.10523
Universal Smiles
resolves10.3905/jfi.1991.692347
Common Factors Affecting Bond Returns
resolves10.1002/9781118673539
Volatility and Correlation
resolves10.21314/jcf.2009.196
Linking caplets and swaptions prices in the LMM-SABR model
The 5 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedPricing with a smile
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedref12
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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