Reference health
A General Framework for Pricing Asian Options Under Stochastic Volatility on Parallel Architectures
2 of 46 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.
4 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 work10.2307/2329472
does not resolve to a known work10.1017/s0001867800007369
The 44 checked references that resolve
resolves10.1007/978-1-4757-4828-4_8
An Introduction to Numerical Transform Inversion and Its Application to Probability Models
resolves10.1007/bf01158520
The Fourier-series method for inverting transforms of probability distributions
resolves10.21314/jcf.2008.189
Simple and efficient simulation of the Heston stochastic volatility model
resolves10.1111/1467-9868.00282
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
resolves10.1093/rfs/9.1.69
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
resolves10.1111/mafi.12084
ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS
resolves10.1287/opre.1050.0247
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
resolves10.1080/14697680903397667
An improved convolution algorithm for discretely sampled Asian options
resolves10.1080/14697680903369492
Efficient and accurate quadratic approximation methods for pricing Asian strike options
resolves10.1016/j.ejor.2017.04.007
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
resolves10.1016/j.ejor.2017.10.049
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
resolves10.1137/100794158
A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model
resolves10.1016/j.ejor.2015.11.027
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
resolves10.1287/moor.2015.0739
General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options
resolves10.1016/j.jbankfin.2007.12.024
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1080/14697688.2016.1256495
Geometric Asian option pricing in general affine stochastic volatility models with jumps
resolves10.1016/j.jeconom.2015.02.036
Smile from the past: A general option pricing framework with multiple volatility and leverage components
The 4 references without a DOI — listed, not checked
no DOI — not checkedFlexible convolution
no DOI — not checkedCapacity planning under uncertainty: an Asian option approach
no DOI — not checkedManaging smile risk
no DOI — not checkedref48
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.3331550"><img src="https://citestamp.com/citestamped/10.2139/ssrn.3331550/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.3331550)