Reference health
Konsistente Stresstests in quotierenden Modellen (Consistent Stress Testing and Plain Vanilla Models)
5/5 checkable references clean · checked 2026-10-08
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.
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The 5 checked references that resolve
resolves10.2139/ssrn.1894652
A Note on the Equivalence between the Normal and the Lognormal Implied Volatility: A Model Free Approach
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no DOI — not checkedSwaptions: 1 Price, 10 Deltas and
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no DOI — not checkedNotes on Option Pricing I: Constant Elasticity of Variance Diusion
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no DOI — not checked76-und das Bachelier-Modell, sollen in den folgenden zwei Unterabschnitten 5.1.1 und 5.1.2 die formeltechnischen Darstellungen angegeben werden. Beide Darstellungen benutzen implizite Volatilit�ten mit Smiles [3], die im G�ltig-keitsbereich beider Modelle auch ineinander umgerechnet werden k�nnen. Die Umrechnung von der einen impliziten Volatilit�t in die andere
no DOI — not checkedref18
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