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Paper Citation Record · LEDGER

The Alpha-Heston Stochastic Volatility Model

As of 16 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:1812.01914.

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

pith.paper-citation-record.v1
1812.01914 v1

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 2026-08-16T00:45:16.026781Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-14T13:29:20.311189Z

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 b24bb389-ec2d-4131-b4d2-0cf4782f5c88 · inbound

On the anisotropic stable JCIR process cites this paper.

On the anisotropic stable JCIR process The Alpha-Heston Stochastic Volatility Model

Reference 26

Resolution
verified exact
local_arxiv, observed 2026-08-14T13:29:20.320102Z

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=pdf_text observed=2026-08-14T13:29:20.000506Z digest=sha256:d9882e5c8e2b2c1e6274a3871896e2d2c795dc884b69ce8d0028b082e302b237

Observation 28196508-13f7-4d93-b5fa-d328b3441449 · inbound

Uniform Local Asymptotics for L\'evy Processes with Subexponential Jumps cites this paper.

Uniform Local Asymptotics for L\'evy Processes with Subexponential Jumps The Alpha-Heston Stochastic Volatility Model

Reference 206

Resolution
unresolved
no resolver link, observed 2026-08-16T00:45:16.026781Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-16T00:45:16.026781Z digest=sha256:f3839b73e35bf99f5532fc5e6f410116f704b78d6a8ecda6e27a705a7ffaa806