Reference health
From Implied Volatility Surface to Quantitative Options Relative Value Trading
2 of 33 checkable references need attention · checked 2026-08-28
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.
26 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 work10.2307/2328253
The 31 checked references that resolve
resolves10.1002/fut.20242
Is volatility risk priced in the securities market? Evidence from S&P 500 index options
resolves10.2139/ssrn.1141877
Volatility and Dividends - Volatility Modelling with Cash Dividends and Simple Credit Risk
resolves10.2139/ssrn.332400
Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach
resolves10.1016/0378-4266(95)00014-3
A note on a simple, accurate formula to compute implied standard deviations
resolves10.1080/14697680601087883
Volatility surfaces: theory, rules of thumb, and empirical evidence
resolves10.21314/jcf.1998.019
Approximating American options and other financial contracts using barrier derivatives
resolves10.1007/978-3-7908-2598-5_2
A Review on Regression-based Monte Carlo Methods for Pricing American Options
resolves10.3905/jod.1997.407988
Estimating the Probability Distribution of the Future Exchange Rate from Option Prices
resolves10.2307/2331318
Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis
resolves10.21314/jor.2004.102
Unconstrained fitting of implied volatility surfaces using a mixture of normals
resolves10.1023/b:jota.0000025713.44548.71
No-Arbitrage Interpolation of the Option Price Function and Its Reformulation
The 26 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref11
no DOI — not checkedref12
no DOI — not checkedPractical relative-value volatility trading
no DOI — not checkedDealing with discrete dividends
no DOI — not checkedA mixed-up smile
no DOI — not checkedModel uncertainty and its impact on the pricing of derivative instruments
no DOI — not checkedRegimes of volatility
no DOI — not checkedref30
no DOI — not checkedref31
no DOI — not checkedRobustness of the BS formula
no DOI — not checkedWhat does an option pricing model tell us about option prices?
no DOI — not checkedref37
no DOI — not checkedref38
no DOI — not checkedref39
no DOI — not checkedref40
no DOI — not checkedref42
no DOI — not checkedAn arbitrage-free interpolation of volatilities
no DOI — not checkedref47
no DOI — not checkedref48
no DOI — not checkedref49
no DOI — not checkedOptimal hedging under departures from cost-of-carry valuation : evidence from the spanish stock index futures market
no DOI — not checkedref55
no DOI — not checkedref56
no DOI — not checkedref57
no DOI — not checkedref58
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work were clean at the dated check: each resolved to a known work in a public registry, and none
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