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A New Logistic-Type Model for Pricing European Options

https://doi.org/10.2139/ssrn.2580670
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1 of 20 checkable references need attention · checked 2026-08-27

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.

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References needing attention

does not resolve to a known work10.2307/2329531
The 19 checked references that resolve
resolves10.1111/0022-1082.215228
Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices
resolves10.1086/260062
The Pricing of Options and Corporate Liabilities
resolves10.1016/S1573-4412(05)80018-2
Chapter 49 Arch models
resolves10.3386/w3742
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
resolves10.21314/jcf.1999.043
Option valuation using the fast Fourier transform
resolves10.1142/s0219024998000059
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.1007/bf02392081
Hypoelliptic second order differential equations
resolves10.1016/s0924-6509(08)70217-4
North-Holland Mathematical Library
resolves10.1007/978-1-4684-0302-2_2
Brownian Motion
resolves10.1007/978-1-4939-6845-9
Methods of Mathematical Finance
resolves10.1214/ECP.v9-1102
State Tameness: A New Approach for Credit Constrains
resolves10.1080/07362990802128610
A More General Valuation and Arbitrage Theory for Itô Processes
resolves10.1016/0304-405x(76)90022-2
Option pricing when underlying stock returns are discontinuous
resolves10.2495/eeia060251
On the pattern recognition of Itô processes in market price data
resolves10.1002/9781118673539
Volatility and Correlation
resolves10.1002/wilm.42820040216
A perfect calibration! now what?
resolves10.1016/0020-7225(65)90045-5
On the relation between ordinary and stochastic differential equations
The 6 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedRegimes of volatility
no DOI — not checkedPricing with a smile
no DOI — not checkedComplete models with stochastic volatility
no DOI — not checkedref18
no DOI — not checkedref22
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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