Reference health
Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes
24/24 checkable references clean · checked 2026-08-21
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.
3 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 24 checked references that resolve
resolves10.1080/14697688.2012.740569
The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.1088/1469-7688/3/6/305
A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation
resolves10.1007/s10436-009-0145-7
Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations
resolves10.2469/faj.v72.n3.7
Neither “Normal” nor “Lognormal”: Modeling Interest Rates across All Regimes
resolves10.1080/13504860802628553
Displaced Diffusion as an Approximation of the Constant Elasticity of Variance
resolves10.1002/fut.21552
Pricing and Hedging the Smile with <scp>SABR</scp>: Evidence from the Interest Rate Caps Market
resolves10.3905/jod.2015.23.2.076
Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options:<i>Is It Worth the Effort?</i>
resolves10.3905/jod.2016.24.1.048
On the Estimation of the SABR Model’s Beta Parameter:<i>The Role of Hedging in Determining the Beta Parameter</i>
The 3 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref6
no DOI — not checkedref20
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 2026-08-21 — 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.3403384"><img src="https://citestamp.com/citestamped/10.2139/ssrn.3403384/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.3403384)