Reference health
The Use of Power Numeraires in Option Pricing
13/13 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 13 checked references that resolve
resolves10.1137/080718061
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1080/14697688.2015.1086490
Analysing the bias in the primal-dual upper bound method for early exercisable derivatives: bounds, estimation and removal
resolves10.2139/ssrn.282110
A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
resolves10.1137/130907288
Robust Pricing of European Options with Wavelets and the Characteristic Function
resolves10.1137/15m1014164
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
resolves10.1002/nla.1866
On the Fourier cosine series expansion method for stochastic control problems
The 6 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref7
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedref12
no DOI — not checkedref19
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 2026-08-27 — 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.2735944"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2735944/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2735944)