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Volatility Indexes and Contracts for Government Bonds and Time Deposits

https://doi.org/10.2139/ssrn.2255586
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12/12 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.

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.

The 12 checked references that resolve
resolves10.1016/s0304-405x(99)00050-1
Spanning and derivative-security valuation
resolves10.1093/jjfinec/nbq019
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options
resolves10.1016/0304-405x(76)90024-6
The pricing of commodity contracts
resolves10.1111/0022-1082.00228
Option Prices, Implied Price Processes, and Stochastic Volatility
resolves10.1111/j.1540-6261.2007.01241.x
Model Specification and Risk Premia: Evidence from Futures Options
resolves10.1080/713665549
Optimal positioning in derivative securities
resolves10.1016/j.jmoneco.2012.10.019
Macroeconomic determinants of stock volatility and volatility premiums
resolves10.2307/2331161
Testing the Heath-Jarrow-Morton/Ho-Lee Model of Interest Rate Contingent Claims Pricing
resolves10.1007/978-3-662-02514-7
Limit Theorems for Stochastic Processes
resolves10.1111/j.1540-6261.1989.tb02413.x
An Exact Bond Option Formula
resolves10.1093/rfs/14.1.113
Valuing American Options by Simulation: A Simple Least-Squares Approach
resolves10.2139/ssrn.1787478
Bond Variance Risk Premia
The 6 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedMore Than You Ever Wanted To Know About Volatility Swaps
no DOI — not checkedManaging Smile Risk
no DOI — not checkedref15
no DOI — not checkedref16
no DOI — not checkedHedging Volatility: the Case for a New Contract
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.

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