Reference health
Local Volatility Pricing Models for Long-Dated FX Derivatives
14/14 checkable references clean · checked 2026-08-22
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.
12 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 14 checked references that resolve
resolves10.1142/s0219024908004804
FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
resolves10.1142/s0219024910006212
VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE
resolves10.1142/s0219024998000059
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
resolves10.2139/ssrn.1618684
On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.2307/2331288
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
resolves10.1023/a:1009803506170
Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
resolves10.1016/j.insmatheco.2009.09.003
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
resolves10.1080/14697688.2010.504734
Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
The 12 references without a DOI — listed, not checked
no DOI — not checkedClosed form pricing of FX options under stochastic rates and volatility
no DOI — not checkedref5
no DOI — not checkedRiding on a Smile
no DOI — not checkedPricing with a Smile
no DOI — not checkedA Unified Theory of Volatility in Derivatives Pricing: The Classic Collection, chapter 6
no DOI — not checkedref14
no DOI — not checkedref15
no DOI — not checkedref16
no DOI — not checkedref18
no DOI — not checkedref21
no DOI — not checkedAll power to PRDC notes
no DOI — not checkedref23
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