Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates | Paper Citation Record

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Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Pricing of Options on As- sets with Stochastic Volatilities,

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Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Stock Price Distributions with Stochastic Volatility: An Analytic Approach,

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Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Dynamic Conditional Correlation: A Simple Class of Multi- variateGeneralizedAutoregressiveConditionalHeteroskedasticityMod- els,

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Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates A Unified Stochastic Volatil- ity—Stochastic Correlation Model,

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Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Option pricing when corre- lations are stochastic: an analytical framework,

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Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates On nonexistence of non-constant volatility in the Black-Scholes formula,

Reference 21

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Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Black-Scholes model as a determinant of the im- plied volatility smile: A simulation study,

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Reference 29

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Reference 31

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Reference 37

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Reference 39

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Reference 40

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Reference 41

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Resolution: verified exact; doi, observed 2026-08-12T13:00:58.494928Z

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Reference 46

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Reference 47

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Observation a755a44d-e294-446b-98ad-1f5c361161d0 · outbound

This paper cites Numerical Evaluation of Multivari- ate Contingent Claims,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Numerical Evaluation of Multivari- ate Contingent Claims,

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.473499Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 3c6a3c09-7e56-457a-94a7-d45a774aa391 · outbound

This paper cites The Pricing of Quanto Options: An Empirical Copula Approach,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Pricing of Quanto Options: An Empirical Copula Approach,

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.462538Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 8ed61d22-0efa-468e-8ac9-2861e8c9ed36 · outbound

This paper cites The Valuation of Volatility Options,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Valuation of Volatility Options,

Reference 53

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.451317Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 923f7244-d9a5-443b-ba46-f675e59ea5e2 · outbound

This paper cites A New Kind of Parallel Finite Difference Method for the Quanto Option Pricing Model,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates A New Kind of Parallel Finite Difference Method for the Quanto Option Pricing Model,

Reference 54

Resolution: verified exact; doi, observed 2026-08-12T13:00:58.448006Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation ad568ad3-203e-472b-8f24-8dd33b108982 · outbound

This paper cites Foreign Exchange Derivative Pricing with Stochastic Correlation,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Foreign Exchange Derivative Pricing with Stochastic Correlation,

Reference 55

Resolution: verified exact; raw_fallback, observed 2026-08-12T13:00:58.758710Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 5c47ae36-e198-44b9-a769-23bda49b41b7 · outbound

This paper cites Lecture Notes for Math 416/516: Simulation Methods, The- orem 1 on Page 1, Lecture 108-12,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Lecture Notes for Math 416/516: Simulation Methods, The- orem 1 on Page 1, Lecture 108-12,

Reference 56

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.436232Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation c8858340-32a3-4048-bebf-1cdc03765dbf · outbound

This paper cites Pricing Options Using the XGBoost Model,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Pricing Options Using the XGBoost Model,

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.412305Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation b406b23c-fbcf-481e-b929-18b90590c4ab · outbound

This paper cites Physics Informed Neural Network for Option Pricing.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Physics Informed Neural Network for Option Pricing

Reference 58

Resolution: unresolved; no resolver link, observed 2026-08-12T13:00:57.675541Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5184ff7d-342d-4fc7-9732-20c1943390e7 · outbound

This paper cites Correlation Risk and the Term Structure of Interest Rates,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Correlation Risk and the Term Structure of Interest Rates,

Reference 59

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.401097Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation f4c7c096-6ede-4648-aa59-2d850b66ee69 · outbound

This paper cites The Price of Correlation Risk: Evidence from Equity Options,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Price of Correlation Risk: Evidence from Equity Options,

Reference 60

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.389490Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 78a67b2b-adcc-4e3c-9f4f-52f2e0e9f5f8 · outbound

This paper cites FX Basket Options - Approximation and Smile Prices,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates FX Basket Options - Approximation and Smile Prices,

Reference 61

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.378485Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation af1466af-9f3e-4fa6-b6b9-fc8a1740a882 · outbound

This paper cites an unresolved cited work.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Unresolved cited work

Reference 62

Resolution: unresolved; raw_fallback, observed 2026-08-12T13:00:59.366830Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation fce0106c-1da5-4e32-aa73-61c9d1101f99 · outbound

This paper cites Options, Futures and Exotic Derivatives,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Options, Futures and Exotic Derivatives,

Reference 63

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.355077Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 7765fcd2-c934-4686-9a46-eb6508e0e596 · outbound

This paper cites an unresolved cited work.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Unresolved cited work

Reference 64

Resolution: unresolved; raw_fallback, observed 2026-08-12T13:00:59.342670Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 6fe6d61a-7836-4df1-9f44-b052fc95ae75 · outbound

This paper cites an unresolved cited work.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Unresolved cited work

Reference 65

Resolution: unresolved; raw_fallback, observed 2026-08-12T13:00:59.330955Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 449c2fb2-b62d-426b-a9a0-2258be8006f3 · outbound

This paper cites Baz and G.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Baz and G

Reference 66

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.316240Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 74b8481f-4a53-4586-86da-889c66fbbf6d · outbound

This paper cites Long memory in continuous-time stochastic volatility models,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Long memory in continuous-time stochastic volatility models,

Reference 67

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.304644Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 8de02d92-0090-479d-a0f1-f84a941df85a · outbound

This paper cites A Fractional Stochastic Volatility Model based on Fractional Gaussian Noise,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates A Fractional Stochastic Volatility Model based on Fractional Gaussian Noise,

Reference 68

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.291243Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation cab09876-3807-4397-b57b-a2270da62b98 · outbound

This paper cites Rough Fractional Stochastic Volatility Models,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Rough Fractional Stochastic Volatility Models,

Reference 69

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.276313Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 9dcf530e-e07d-4e55-a13c-c5546653ef32 · outbound

This paper cites A theory of the term structure of interest rates,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates A theory of the term structure of interest rates,

Reference 70

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.261717Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation f050298d-22a2-45b0-88fe-2aa8a413b192 · outbound

This paper cites Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin calculus approach.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin calculus approach

Reference 71

Resolution: unresolved; no resolver link, observed 2026-08-12T13:00:57.731271Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 22419970-0249-4bac-b70d-a847b59ecb74 · outbound

This paper cites A nonparametric test for rough volatility.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates A nonparametric test for rough volatility

Reference 72

Resolution: verified exact; local_arxiv, observed 2026-08-12T13:00:58.426366Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation f93fdcf3-16f3-46fe-94e7-ae58926a625e · outbound

This paper cites Random neural networks for rough volatility,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Random neural networks for rough volatility,

Reference 73

Resolution: verified exact; doi, observed 2026-08-12T13:00:58.409090Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 79c6a21b-bdcb-4e64-ad9f-ebeefa58a73e · outbound

This paper cites Convergence of Heavy- Tailed Hawkes Processes and the Microstructure of Rough Volatil- ity,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Convergence of Heavy- Tailed Hawkes Processes and the Microstructure of Rough Volatil- ity,

Reference 74

Resolution: verified exact; doi, observed 2026-08-12T13:00:58.211600Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 3b2ef5f6-85d7-4ec3-a7b2-20ef43536e65 · outbound

This paper cites A partial rough path space for rough volatility,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates A partial rough path space for rough volatility,

Reference 75

Resolution: unresolved; no resolver link, observed 2026-08-12T13:00:57.751581Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4707dd85-86b3-489e-b2a8-667fee7a55b8 · outbound

This paper cites Markovian structure of the Volterra Heston model,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Markovian structure of the Volterra Heston model,

Reference 76

Resolution: verified exact; doi, observed 2026-08-12T13:00:58.099505Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation f443b7fb-62a3-49b0-9372-8ed55aeb269e · outbound

This paper cites Wiener spiral for volatility modeling,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Wiener spiral for volatility modeling,

Reference 77

Resolution: verified exact; doi, observed 2026-08-12T13:00:58.085623Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 4f1cb254-5fc8-4e91-b12a-616f521fd1d7 · outbound

This paper cites Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model,

Reference 78

Resolution: verified exact; doi, observed 2026-08-12T13:00:58.069232Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 64417483-f8c1-4301-8548-32cc4f983d71 · outbound

This paper cites Correction to Black-Scholes formula due to fractional stochastic volatility.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Correction to Black-Scholes formula due to fractional stochastic volatility

Reference 79

Resolution: unresolved; no resolver link, observed 2026-08-12T13:00:57.767283Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c8cf4b9a-d2eb-4c60-8535-7ed17844341c · outbound

This paper cites Local volatility under rough volatility.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Local volatility under rough volatility

Reference 80

Resolution: verified exact; local_arxiv, observed 2026-08-12T13:00:58.031755Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 73aff7a7-3867-45ff-b0a0-50e090bc4480 · outbound

This paper cites Rough volatility: fact or artefact?.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Rough volatility: fact or artefact?

Reference 81

Resolution: verified exact; local_arxiv, observed 2026-08-12T13:00:58.009040Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 5dee6f58-be5e-4540-ac1f-b3e3f1ac1468 · outbound

This paper cites Affine fractional stochastic volatility models,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Affine fractional stochastic volatility models,

Reference 82

Resolution: verified exact; doi, observed 2026-08-12T13:00:57.992899Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 959df483-b83b-4fa5-9c79-0f34273d23e6 · outbound

This paper cites On the curvature of the smile in stochastic volatility models,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates On the curvature of the smile in stochastic volatility models,

Reference 83

Resolution: verified exact; doi, observed 2026-08-12T13:00:57.978825Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation debb1587-f2ec-4021-8cda-b54d9de163bb · outbound

This paper cites On smile properties of volatility derivatives and exotic products: understanding the VIX skew.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates On smile properties of volatility derivatives and exotic products: understanding the VIX skew

Reference 84

Resolution: verified exact; local_arxiv, observed 2026-08-12T13:00:57.966040Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 2043e953-243a-4fd2-819a-a75e30703bfd · outbound

This paper cites Fractional Gaussian Noise: Spectral Density and Estimation Methods,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Fractional Gaussian Noise: Spectral Density and Estimation Methods,

Reference 85

Resolution: verified exact; doi, observed 2026-08-12T13:00:57.945998Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation d82622f8-0d37-44ef-a114-a1db81cb8b31 · outbound

This paper cites Two singular diffusion problems,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Two singular diffusion problems,

Reference 86

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.246121Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 3f2179be-96cc-4449-9c7c-ee589d34d9bb · outbound

This paper cites A Closed-Form GARCH Option Pric- ing Model,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates A Closed-Form GARCH Option Pric- ing Model,

Reference 87

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.228917Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 039f3a62-b8c0-45d7-8f3f-a86d45b98fc9 · outbound

This paper cites Volatility and Correlation: Methods, Models and Applications,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Volatility and Correlation: Methods, Models and Applications,

Reference 88

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.214314Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 1b9154d6-86ee-4923-92ce-db9702acafa6 · outbound

This paper cites Pricing Rainbow Options,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Pricing Rainbow Options,

Reference 89

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.201602Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation f64233b2-2fc1-4630-b3a0-df484dc6d5c1 · outbound

This paper cites The Pricing of Quanto Options in the Double Square Root Stochastic Volatility Model,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Pricing of Quanto Options in the Double Square Root Stochastic Volatility Model,

Reference 90

Resolution: verified exact; doi, observed 2026-08-12T13:00:57.933401Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation da29c9ca-ae3e-4821-a089-bd61b78afe4e · outbound

This paper cites Pricing of Quanto Option under the Hull and White Stochastic Volatility Model,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Pricing of Quanto Option under the Hull and White Stochastic Volatility Model,

Reference 91

Resolution: verified exact; doi, observed 2026-08-12T13:00:57.919926Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation acbab033-dd47-4946-ba28-9a72ec712253 · outbound

This paper cites Weak approx- imation of a fractional SDE,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Weak approx- imation of a fractional SDE,

Reference 92

Resolution: verified exact; doi, observed 2026-08-12T13:00:57.908631Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation b3e5e0c7-e3fd-428f-9f26-66413450112f · outbound

This paper cites The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods,.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods,

Reference 93

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T13:00:59.186533Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation aace6f34-24ad-4f56-af66-ceb7d7aa7abe · outbound

This paper cites The GARCH Linear SDE: Explicit Formulas and the Pricing of a Quanto CDS.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The GARCH Linear SDE: Explicit Formulas and the Pricing of a Quanto CDS

Reference 94

Resolution: verified exact; doi, observed 2026-08-12T13:00:57.894616Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 8a8256f6-8813-4bf1-b18e-5f25dda39fd3 · outbound

This paper cites an unresolved cited work.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Unresolved cited work

Reference 1994

Resolution: verified exact; doi, observed 2026-08-12T13:00:58.625140Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 8f341da9-bb1f-4407-803f-4f3fc6a766c7 · outbound

This paper cites an unresolved cited work.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Unresolved cited work

Reference 2014

Resolution: unresolved; raw_fallback, observed 2026-08-12T13:00:59.425458Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 8cd5d550-96c5-4345-8764-1725761ad5e8 · outbound

This paper cites Correction to Black-Scholes formula due to fractional stochastic volatility.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Correction to Black-Scholes formula due to fractional stochastic volatility

Reference 2017

Resolution: verified exact; local_arxiv, observed 2026-08-12T13:00:58.053144Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation ff47726e-a7b2-426c-9b55-7314d1f36bca · outbound

This paper cites The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods

Reference 2019

Resolution: verified exact; local_arxiv, observed 2026-08-12T13:00:58.641194Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

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Reference resolution

Outbound references

Pith citing papers