Reference health
THE GEOMETRY OF MULTI-CURVE INTEREST RATE MODELS
22/22 checkable references clean · checked 2026-08-29
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.
8 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 22 checked references that resolve
resolves10.1007/s007800100060
On the construction of finite dimensional realizations for nonlinear forward rate models
resolves10.1098/rspa.2003.1235
Finite–dimensional Markovian realizations for stochastic volatility forward–rate models
resolves10.3934/fmf.2023009
Term rates, multicurve term structures and overnight rate benchmarks: A roll–over risk approach
resolves10.1111/1467-9965.00113
On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
resolves10.1007/s00780-020-00416-5
Term structure modelling for multiple curves with stochastic discontinuities
resolves10.1007/s00780-023-00515-z
A stochastic control perspective on term structure models with roll-over risk
resolves10.1016/S0022-1236(03)00008-9
Existence of invariant manifolds for stochastic equations in infinite dimension
resolves10.1023/A:1008210812637
A Unified Approach for Pricing Contingent Claims on Multiple Term Structures
resolves10.1098/rspa.2009.0493
An alternative approach on the existence of affine realizations for HJM term structure models
The 8 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedOn the geometry of interest rate models
no DOI — not checkedEmpirical analysis and forecasting of multiple yield curves
no DOI — not checkedref20
no DOI — not checkedref22
no DOI — not checkedref23
no DOI — not checkedref27
no DOI — not checkedOn finite dimensional realizations of two-country interest rate models
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 2026-08-29 — 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.4702255"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4702255/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.4702255)