Reference health
Asset Pricing with Matrix Jump Diffusions
3 of 41 checkable references need attention · checked 2026-08-27
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.
6 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.
References needing attention
does not resolve to a known work10.2307/2329472
does not resolve to a known work10.2307/2328053
does not resolve to a known work10.2307/2328253
The 38 checked references that resolve
resolves10.1111/0022-1082.00191
The Stochastic Volatility of Short‐Term Interest Rates: Some International Evidence
resolves10.1111/j.1540-6261.2007.01241.x
Model Specification and Risk Premia: Evidence from Futures Options
resolves10.2139/ssrn.686985
Stochastic Volatility and Jumps in Interest Rates: An International Analysis
resolves10.1287/mnsc.1090.1065
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
resolves10.1111/1540-6261.00475
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
resolves10.1111/j.1540-6261.2004.00666.x
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
resolves10.1162/003465399558481
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
resolves10.1016/j.jeconom.2008.12.016
The Wishart Autoregressive process of multivariate stochastic volatility
resolves10.2139/ssrn.757312
Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk
resolves10.2139/ssrn.1786408
Three Make a Dynamic Smile - Unspanned Skewness and Interacting Volatility Components in Option Valuation
resolves10.3905/jfi.2003.319347
Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1016/s0304-4076(03)00107-6
The dynamics of stochastic volatility: evidence from underlying and options markets
resolves10.1016/s0304-405x(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
The 6 references without a DOI — listed, not checked
no DOI — not checkedPositive-Definite Matrix Processes of Finite Variation
no DOI — not checkedref12
no DOI — not checkedLeverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions: Disentangling the Multi-dimensional Variations in S&P 500 Index Options
no DOI — not checkedVariance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments," working paper
no DOI — not checkedref42
no DOI — not checkedref47
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