Reference health

Time-Changed CIR Default Intensities with Two-Sided Mean-Reverting Jumps

https://doi.org/10.2139/ssrn.2143716
CiteStamped reference-health badge
1 of 58 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.

20 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 work10.2307/1993060
The 57 checked references that resolve
resolves10.1093/rfs/12.4.721
A Parametric Nonlinear Model of Term Structure Dynamics
resolves10.1111/j.1467-9965.2002.tb00125.x
A DIFFUSION MODEL FOR ELECTRICITY PRICES
resolves10.1007/s007800050032
Processes of normal inverse Gaussian type
resolves10.1016/0304-405x(92)90032-s
Corrections and additions to ‘a nonlinear equilibrium model of the term structure of interest rates’
resolves10.1007/978-3-540-48115-7_1
Subordinators: Examples and Applications
resolves10.1142/9789814407892_0004
VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
resolves10.2139/ssrn.1844574
Dynamic Modeling of Portfolio Credit Risk with Common Shocks
resolves10.1111/j.1467-9965.2008.00345.x
DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
resolves10.1007/s00780-010-0143-7
Hedging of a credit default swaption in the CIR default intensity model
resolves10.1073/pnas.35.7.368
Diffusion Equation and Stochastic Processes
resolves10.1111/j.1467-9965.2007.00314.x
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
resolves10.1007/s00780-004-0131-x
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
resolves10.2139/ssrn.950208
Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model
resolves10.1111/j.1467-9965.2010.00401.x
AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL
resolves10.1007/s00780-006-0012-6
A jump to default extended CEV model: an application of Bessel processes
resolves10.1007/bfb0006403
Semimartingales defined on markov processes
resolves10.23943/princeton/9780691136059.001.0001
Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35)
resolves10.2307/1911242
A Theory of the Term Structure of Interest Rates
resolves10.1214/10-aap710
Affine processes on positive semidefinite matrices
resolves10.1287/opre.51.2.185.12782
Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
resolves10.1214/aoap/1060202833
Affine processes and applications in finance
resolves10.2469/faj.v57.n1.2418
Risk and Valuation of Collateralized Debt Obligations
resolves10.1111/j.1467-9965.1996.tb00123.x
A YIELD‐FACTOR MODEL OF INTEREST RATES
resolves10.1111/1468-0262.00164
Transform Analysis and Asset Pricing for Affine Jump-diffusions
resolves10.1093/rfs/12.4.687
Modeling Term Structures of Defaultable Bonds
resolves10.1515/9781400829170
Credit Risk
resolves10.2139/ssrn.1874127
Accounting Information Releases and CDS Spreads
resolves10.1002/9780470316658
Markov Processes
resolves10.2307/1969318
Two Singular Diffusion Problems
resolves10.1007/pl00013540
A general characterization of one factor affine term structure models
resolves10.1515/9783110218091
Dirichlet Forms and Symmetric Markov Processes
resolves10.1086/500675
Understanding the Fine Structure of Electricity Prices*
resolves10.3150/bj/1068128980
A survey and some generalizations of Bessel processes
resolves10.1111/j.0960-1627.2004.00181.x
Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
resolves10.1007/978-3-642-62025-6
Diffusion Processes and their Sample Paths
resolves10.1007/bfb0064907
Calcul Stochastique et Problèmes de Martingales
resolves10.1080/13504869600000005
Bond, futures and option evaluation in the quadratic interest rate model
resolves10.1142/S0219024911006565
ABSOLUTELY CONTINUOUS COMPENSATORS
resolves10.1093/rfs/10.2.481
A Markov Model for the Term Structure of Credit Risk Spreads
resolves10.1007/978-1-84628-737-4
Mathematical Methods for Financial Markets
resolves10.1137/1116003
Branching Processes with Immigration and Related Limit Theorems
resolves10.1007/s00440-010-0309-4
Affine processes are regular
resolves10.1287/opre.2013.1167
Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach
resolves10.1111/mafi.12003
TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS
resolves10.1016/j.jedc.2012.06.002
Evaluating callable and putable bonds: An eigenfunction expansion approach
resolves10.1142/s0219024904002451
THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
resolves10.1111/j.1467-9965.2006.00271.x
PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
resolves10.1016/s0927-0507(07)15006-4
Chapter 6 Spectral Methods in Derivatives Pricing
resolves10.1023/a:1009703431535
The Variance Gamma Process and Option Pricing
resolves10.1111/j.1467-9965.2010.00411.x
TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING
resolves10.1142/S0219024908004907
MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES
resolves10.1007/978-1-4757-1595-8
Special Functions of Mathematical Physics
resolves10.1215/ijm/1385129958
On $L^{p}$-contractivity of Laguerre semigroups
resolves10.2140/pjm.1952.2.343
On the generation of semigroups of linear operators
resolves10.1007/BF00532802
A decomposition of Bessel Bridges
resolves10.1007/978-3-662-06400-9
Continuous Martingales and Brownian Motion
resolves10.1093/rfs/hhp004
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
The 20 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref6
no DOI — not checkedref12
no DOI — not checkedref14
no DOI — not checkedRepresentation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures
no DOI — not checkedref22
no DOI — not checkedref26
no DOI — not checkedLinear Operators and Their Spectra
no DOI — not checkedref36
no DOI — not checkedref46
no DOI — not checkedLimit Theorems for Stochastic Processes (2nd
no DOI — not checkedref54
no DOI — not checkedThree Expansion Regimes for Interest Rate Term Structure Models
no DOI — not checkedref62
no DOI — not checkedref65
no DOI — not checkedref67
no DOI — not checkedref73
no DOI — not checkedref74
no DOI — not checkedref76
no DOI — not checkedref77
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 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

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.2143716"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2143716/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2143716/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2143716)