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Paper Citation Record · LEDGER

Linear Credit Risk Models

As of 16 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:1605.07419.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
1605.07419 v4

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-14T12:25:52.227086Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: pith, observed 2026-08-14T11:33:14.211927Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 5c02cdf6-d756-4f54-b07a-096af54826d8 · inbound

A lognormal type stochastic volatility model with quadratic drift cites this paper.

A lognormal type stochastic volatility model with quadratic drift Linear Credit Risk Models

Reference 1

Resolution
unresolved
no resolver link, observed 2026-08-14T12:25:52.227086Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-14T12:25:52.227086Z digest=sha256:9fa0ec5acce165ca9c8e033400996b7a0126305f2febce7028219fccad1324dd

Observation 184c160e-a383-4ead-bb14-4738c827309d · inbound

A multi-factor polynomial framework for long-term electricity forwards with delivery period cites this paper.

A multi-factor polynomial framework for long-term electricity forwards with delivery period Linear Credit Risk Models

Reference 1

Resolution
verified exact
local_arxiv, observed 2026-08-14T11:33:14.217225Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T11:33:13.918998Z digest=sha256:ccd38c70f357f62c0b0ac7177d181d3b070a82a944f820a543f1a7fe1e842769