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Unspanned Stochastic Volatility, Conformal Symmetries, and Stochastic Time

https://doi.org/10.2139/ssrn.3001967
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9/9 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 9 checked references that resolve
resolves10.2307/2951677
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
resolves10.1111/1467-9965.00028
The Market Model of Interest Rate Dynamics
resolves10.2139/ssrn.1789763
Linearity-Generating Processes, Unspanned Stochastic Volatility, and Interest-Rate Option Pricing
resolves10.1111/1540-6261.00475
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
resolves10.1287/mnsc.1090.1020
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options
resolves10.3386/w13430
Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices
resolves10.2139/ssrn.6073
Markov Representation of the Heath-Jarrow-Morton Model
resolves10.2139/ssrn.2781228
Unspanned Stochastic Volatility & Conformal Symmetry (Presentation Slides)
resolves10.2139/ssrn.2509457
Volatility Is Rough
The 6 references without a DOI — listed, not checked
no DOI — not checkedA dynamic general equilibrium model of the asset market and its application to the pricing of the capital structure of the firm
no DOI — not checkedOn the pricing of corporate debt: the risk structure of interest rates
no DOI — not checkedNormal Inverse Gaussian processes and the modelling of stock returns
no DOI — not checkedref12
no DOI — not checkedBeliefs-Preferences Gauge Symmetry Group and Dynamic Replication of Contingent Claims in a General Market Environment
no DOI — not checkedref14
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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