Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Short-time near-the-money skew in rough fractional volatility models
As of 16 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1703.05132.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-14T11:42:08.377741Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-14T11:42:08.877308Z
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 3e21cda2-fc34-43ac-b13b-01f0fac391e8 · inbound
On deep calibration of (rough) stochastic volatility models cites this paper.
On deep calibration of (rough) stochastic volatility models Short-time near-the-money skew in rough fractional volatility models
Reference 6
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T11:42:08.882931Z
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.