Reference health
Convexity Correction by a Finite Replication Portfolio
1 of 10 checkable references need attention · checked 2026-10-08
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 work10.1017/s002190020010289x
The 9 checked references that resolve
resolves10.1080/13504869600000005
Bond, futures and option evaluation in the quadratic interest rate model
resolves10.1111/j.1467-9965.1993.tb00084.x
Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup>
resolves10.1111/j.1540-6261.1997.tb03823.x
Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates
resolves10.2139/ssrn.1421734
Convexity Meets Replication: Hedging of Swap Derivatives and Annuity Options
The 6 references without a DOI — listed, not checked
no DOI — not checkedPricing with a smile
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedref10
no DOI — not checkedref11
no DOI — not checkedAn examination of the convexity adjustment technique in the pricing of constant maturity swaps
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. If Crossref’s record marks the work itself
retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing
about the quality, findings, or importance of the work itself, and nothing about references
deposited without a DOI.
checked 2026-10-08 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.1632880"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1632880/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1632880)