Reference health
Local Volatility Modeling of JSE Exotic Can-Do Options
1 of 24 checkable references need attention · checked 2026-08-26
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.
19 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 work10.2307/2328253
The 23 checked references that resolve
resolves10.2139/ssrn.171438
Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Pricing
resolves10.1214/12-aap881
Mimicking an Itô process by a solution of a stochastic differential equation
resolves10.2469/faj.v52.n4.2008
The Local Volatility Surface: Unlocking the Information in Index Option Prices
resolves10.1007/bf00699039
Mimicking the one-dimensional marginal distributions of processes having an ito differential
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.2139/ssrn.2198357
Constructing a South African Index Volatility Surface from Exchange Traded Data
resolves10.1016/j.najef.2013.02.012
Arbitrage-free implied volatility surfaces for options on single stock futures
resolves10.1002/wilm.42820030318
Pricing financial instruments: The finite difference method. by Domingo Tavella, Curt Randall John Wiley & Sons
The 19 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref5
no DOI — not checkedThe holes in black-scholes
no DOI — not checkedref7
no DOI — not checkedref12
no DOI — not checkedref15
no DOI — not checkedRiding on a smile
no DOI — not checkedref18
no DOI — not checkedref20
no DOI — not checkedPricing with a smile
no DOI — not checkedBetter than its reputation: An empirical hedging analysisof the local volatility model for barrier options
no DOI — not checkedref23
no DOI — not checkedBeyond Black-Scholes
no DOI — not checkedref27
no DOI — not checkedref29
no DOI — not checkedBlack-scholes or black holes?
no DOI — not checkedref35
no DOI — not checkedref37
no DOI — not checkedMarkovian projection for volatility calibration
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 2026-08-26 — 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.2587376"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2587376/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2587376)