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The Skewness Implied in the Heston Model and its Application
1 of 30 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 work10.2307/2329472
The 29 checked references that resolve
resolves10.1111/j.1540-6261.1985.tb04942.x
On Jumps in Common Stock Prices and Their Impact on Call Option Pricing
resolves10.1287/mnsc.1090.1065
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
resolves10.1016/j.jfineco.2007.12.003
Option valuation with long-run and short-run volatility components☆
resolves10.1088/1469-7688/2/6/303
Probability distribution of returns in the Heston model with stochastic volatility*
resolves10.1017/s0022109010000463
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
resolves10.1111/j.1540-6261.2004.00666.x
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
resolves10.1016/j.jeconom.2010.03.011
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1515/snde-2014-0037
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data
resolves10.1016/s0304-405x(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
resolves10.1016/s0304-4076(00)00092-0
Estimation of affine asset pricing models using the empirical characteristic function
resolves10.1016/j.jeconom.2010.03.009
Econometric analysis of jump-driven stochastic volatility models
resolves10.1016/j.jfineco.2010.08.011
Jump risk, stock returns, and slope of implied volatility smile
The 5 references without a DOI — listed, not checked
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no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedref33
no DOI — not checkedref35
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