Reference health
Unified Moment-Based Modelling of Integrated Stochastic Processes
72/72 checkable references clean · checked 2026-08-28
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.
25 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 72 checked references that resolve
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Stochastic Differential Equation Models of Fisheries in an Uncertain World: Extinction Probabilities, Optimal Fishing Effort, and Parameter Estimation
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Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
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A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering
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Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models
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An improved convolution algorithm for discretely sampled Asian options
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A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL
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Oscillating growth patterns of multicellular tumour spheroids
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Numerical Computation of the Moments of a Probability Distribution from its Transform
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The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
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A general framework for pricing Asian options under stochastic volatility on parallel architectures
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INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS
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Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
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Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
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A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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Bayesian estimation of dynamic asset pricing models with informative observations
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Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
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THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
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A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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The 25 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedThe Classical Moment Problem and Some Related Questions in Analysis
no DOI — not checkedExact simulation of option Greeks under stochastic volatility and jump diffusion models
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no DOI — not checkedThe pricing of jump propagation: Evidence from spot and options markets
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no DOI — not checkedOn the theory of superconductivity
no DOI — not checkedA penny saved is a penny earned
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no DOI — not checkedSulla determinazione empirica di una legge di distribuzione
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no DOI — not checkedref69
no DOI — not checkedDecomposition of Random Variables and Vectors
no DOI — not checkedExponential functionals of Brownian motion, I: Probability laws at fixed time
no DOI — not checkedThe Ginzburg-Landau equation in its role as a modulation equation
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no DOI — not checkedVerhulst PF (1838) Notice sur la loi que la population poursuit dans son accroissement
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