Reference health
Accounting for Risk Aversion in Derivatives Purchase Timing
23/23 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 23 checked references that resolve
resolves10.1111/j.1540-6261.1976.tb01891.x
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.1007/978-3-540-35513-7_17
The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
resolves10.1111/1467-9965.00079
The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
resolves10.1080/14697680500116957
The impact of the market portfolio on the valuation, incentives and optimality of executive stock options
resolves10.1111/j.1467-9965.2010.00457.x
INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT
resolves10.1111/1467-9965.t01-1-02002
On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper
resolves10.2139/ssrn.1694887
Explicit Solutions to Optimal Risk-Averse Trading of Defaultable Bonds Under Heterogeneous Beliefs
resolves10.1111/j.1467-9965.2008.00359.x
ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
resolves10.1137/080718930
Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation
resolves10.1137/s0363012903409253
Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random
resolves10.1080/14697680902744737
Utility valuation of multi-name credit derivatives and application to CDOs
The 5 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedOption pricing in incomplete markets
no DOI — not checkedHedging of contingent claims under incomplete information
no DOI — not checkedOptimal replication of contingent claims under transaction costs
no DOI — not checkedref18
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.
checked 2026-08-27 — 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.1922191"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1922191/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1922191)