Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T14:34:03.245860Z
Paper Citation Record · LEDGER
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
As of 16 August 2026, this Paper Citation Record lists 31 of 31 outbound references and 0 inbound Pith citation observations for arXiv:1908.03137.
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
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
31 of 31 outbound references displayed
- verified exact1
- verified fuzzy21
- unresolved9
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 5d616318-c571-4ddd-8d21-342a8becdd60 · outbound
This paper cites Bardou, S.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Bardou, S
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.635134Z
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.
Observation 7dcc8fef-abbf-4d31-90b9-40bbe378639c · outbound
This paper cites Barndorff-Nielsen and N.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Barndorff-Nielsen and N
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.626381Z
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.
Observation 2af2ebf5-4506-47ae-8e74-d68bb701631c · outbound
This paper cites Ben-Ameur, M.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Ben-Ameur, M
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.617252Z
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.
Observation 3be95deb-d929-40ed-8233-982cc42d21e5 · outbound
This paper cites Benth and A.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Benth and A
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.608014Z
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.
Observation 1f93e748-d282-48ec-ab24-2be4bb961cc2 · outbound
This paper cites Benth and J.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Benth and J
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.598945Z
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.
Observation 9c6c2e75-71ac-4415-8670-41be55c8f5f2 · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 6
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.588762Z
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.
Observation 7624b5e6-f0d9-411d-8f87-14fbf51dd9d2 · outbound
This paper cites Boogert and C.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Boogert and C
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.579702Z
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.
Observation 0809c488-287e-443b-bc25-6111ab201816 · outbound
This paper cites Cartea and M.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Cartea and M
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.570840Z
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.
Observation 5544e7e0-3ce7-4898-800a-a021ada7ad00 · outbound
This paper cites Cont and P.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Cont and P
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.561485Z
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.
Observation a71c0c8f-ca1e-4af6-a9ef-e423bf5529c3 · outbound
This paper cites Cufaro Petroni.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Cufaro Petroni
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.551699Z
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.
Observation d598c94e-4d62-4332-8df8-d20f866d94b1 · outbound
This paper cites Cufaro Petroni and P.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Cufaro Petroni and P
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.541960Z
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.
Observation 47be6664-9c3c-4c85-b814-321ed3c559c7 · outbound
This paper cites Cufaro Petroni and P.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Cufaro Petroni and P
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.532712Z
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.
Observation 2bdc6eb7-718e-478d-97a6-48a3bfc1d37b · outbound
This paper cites Cufaro Petroni and P.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Cufaro Petroni and P
Reference 13
- Resolution
- verified exact
- raw_fallback, observed 2026-08-14T14:34:03.346212Z
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.
Observation 2246bffe-cb84-46be-bc18-8e5192f525e3 · outbound
This paper cites Cummins, G.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Cummins, G
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.522406Z
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.
Observation fbf20433-16e6-4179-ae96-08afbb3ba5e1 · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 15
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.512350Z
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.
Observation 9a7e678e-7845-4c22-983c-e8215a08d11c · outbound
This paper cites Hambly, S.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Hambly, S
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.502144Z
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.
Observation 0ce60af2-b19c-4dbf-8cab-5227f2b7f9a9 · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 17
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.492747Z
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.
Observation 57d9b718-a787-4261-b0f4-78fb1894205e · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 18
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.483066Z
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.
Observation 56555ebb-987a-4d40-a23f-a03dfb2d878f · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 19
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.473583Z
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.
Observation 04e27d3f-0593-4965-8310-e44488d8e4bf · outbound
This paper cites K¨ uchler and S.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes K¨ uchler and S
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.463061Z
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.
Observation 59317558-5747-481d-be58-3949858bd78e · outbound
This paper cites Lindskog and J.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Lindskog and J
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.453690Z
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.
Observation 3c2c3a75-14a3-4511-af4e-7dfe3bcc7e71 · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 22
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.444096Z
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.
Observation d408901a-84ae-4092-9bff-e81057c5f33d · outbound
This paper cites Lucia and E.S.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Lucia and E.S
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.434803Z
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.
Observation 56e84a1f-a86c-4e4d-a197-bdadfad85096 · outbound
This paper cites McKenzie.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes McKenzie
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.426512Z
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.
Observation fceb9a3a-bf82-41fc-b628-838b5f1a4e8d · outbound
This paper cites Meyer-Brandis and P.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Meyer-Brandis and P
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.417728Z
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.
Observation f91a95a2-b20b-4c95-802d-cbbd7c41a3bc · outbound
This paper cites Pellegrino and P.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Pellegrino and P
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.408326Z
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.
Observation b77134bc-4821-41a9-93bb-226bc4a93705 · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 27
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.398186Z
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.
Observation 1c65f919-2576-4d34-83c0-295d04a497aa · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 28
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.387513Z
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.
Observation 8cee7610-b0f8-4802-a85f-1615f4709c49 · outbound
This paper cites an unresolved cited work.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Unresolved cited work
Reference 29
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:34:03.377559Z
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.
Observation d8725c50-a26e-4d6e-a3b1-318070fdce11 · outbound
This paper cites Schoutens.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Schoutens
Reference 30
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.366871Z
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.
Observation f37e6933-6862-4de8-9c8e-f29a81c03038 · outbound
This paper cites Schwartz and J.E.
Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes Schwartz and J.E
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:34:03.356607Z
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.
Pith citing papers
No inbound Pith citation observations are available.