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Paper Citation Record · LEDGER

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation

As of 16 August 2026, this Paper Citation Record lists 26 of 26 outbound references and 1 inbound Pith citation observation for arXiv:1908.05419.

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

pith.paper-citation-record.v1
1908.05419 v1

Coverage vector

measured 26 of 26 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T13:19:26.334625Z

measured 27 of 27 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 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-11T23:17:13.182863Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-11T23:17:13.444745Z

Reference resolution

26 of 26 outbound references displayed

  • verified exact0
  • verified fuzzy10
  • unresolved16
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation c6c31b01-7dda-485d-a7b1-0273da4c6888 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 1

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.661238Z

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=2026-08-14T13:19:26.248046Z digest=sha256:ad620a5f3977471e12135740688e5b83124db8825004576e7c156505b52c7ba6

Observation 3dad0989-3a03-442e-bb0e-65d2cd78946c · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 2

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.648916Z

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=2026-08-14T13:19:26.252414Z digest=sha256:2cdab6dffb1fa10debee2de208065ad1b1ae75c0f10c8d96d8133a1025dc3047

Observation 87195ba5-ec8d-4b2a-9fd7-f270627c60f5 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 3

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.637312Z

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=2026-08-14T13:19:26.256228Z digest=sha256:46a6dd9b9589d8ee2d91ea79ee38a9eeee38a627d53fe4d001213fd49d7e1d06

Observation 368367ca-40cc-46a9-b417-5c5114eda16e · outbound

This paper cites K., and Weron, R.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation K., and Weron, R

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.625896Z

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=2026-08-14T13:19:26.259872Z digest=sha256:93bc24edfa5821a16b7fda7470ec9903025e2d6c2097ef39859f7924135f98c1

Observation bc166c9f-9980-45eb-93a6-41788a0670bd · outbound

This paper cites and Roncalli, T.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation and Roncalli, T

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.614390Z

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=2026-08-14T13:19:26.263243Z digest=sha256:c918e148893716dace799020b4f859ab44b6465f91fbaf92c930dfb87d51e643

Observation c2a34b3a-ee6b-459b-a492-530ed5c365e6 · outbound

This paper cites Y., Lo, A.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Y., Lo, A

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.601384Z

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=2026-08-14T13:19:26.267518Z digest=sha256:94572f6dac8e231e750d393b4eca6e98ecf50d145bad0023c7113f94e4b96c43

Observation e6e2ccb0-bc38-482b-9e23-f3a3e6ee232a · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 7

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.589707Z

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=2026-08-14T13:19:26.271227Z digest=sha256:300d54bfde42332233e0da063a1fe5a8ff79c06dcceadf14fb38f20333574e8d

Observation 88944c74-f107-47d9-a122-47f5770f4214 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 8

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.577859Z

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=2026-08-14T13:19:26.274400Z digest=sha256:a7ea713772bf15c6d929421db42bfbdeae18515d99dba5749d6a15d97a9447d6

Observation b5fdc8c0-248c-4421-9b44-504614f480b4 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 9

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.566042Z

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=2026-08-14T13:19:26.277668Z digest=sha256:9b8ddc7597de0d46ea54ef607540dc6ff1da58fd988027dcb2d4ec75a5c0b116

Observation 698500bb-fbfa-4bfb-aded-6234c579363f · outbound

This paper cites and McNeil, A.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation and McNeil, A

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.555481Z

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=2026-08-14T13:19:26.280895Z digest=sha256:085d92096b6a658056b6641561afdd5009a0693759537565a7ef9914436152ff

Observation 05a527c0-5ae1-4ed7-b574-2d26b4ece4a6 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 11

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.544108Z

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=2026-08-14T13:19:26.284247Z digest=sha256:1b6c028220a2ae6a457c535881820304bd36ab611a5cbf2f224f31ecd48986c4

Observation d54f8698-2c11-4358-92c4-8d583eabe714 · outbound

This paper cites and Mercuri, L.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation and Mercuri, L

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.533762Z

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=2026-08-14T13:19:26.287654Z digest=sha256:a7f9f029ca3247df64a0109d24180b10fb72d07c2459e4a594149a23f593d1ee

Observation ea9272be-b18a-4bb0-99ee-66176ae7fab0 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 13

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.522486Z

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=2026-08-14T13:19:26.290998Z digest=sha256:7fea6eafbd95806f8f1f841af2e65bbdeef0635b35a2d9d55d1f387b93097b81

Observation 0de59ffd-8a88-4596-b744-aa2c1e6a8c13 · outbound

This paper cites R., Platen, E., and Rachev, S.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation R., Platen, E., and Rachev, S

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.510092Z

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=2026-08-14T13:19:26.294471Z digest=sha256:4fd85438d7d8ee749b7ffcc4b7870b316005bd840083b38d0abc24daba987d78

Observation f224aab5-9dbe-4580-a0ae-34f6d1fb4414 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 15

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.498735Z

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=2026-08-14T13:19:26.297941Z digest=sha256:5e14e2c80f292580376e42b49c5d8223f6f8911851e8a31a17fcfc4782937de9

Observation 04271a33-1ac2-4cc8-aba1-ca1ffd814c10 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 16

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.487366Z

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=2026-08-14T13:19:26.301379Z digest=sha256:414220271a4da429567e600ec178111783c84acbcf3bc242bb2f77bbeb36b13f

Observation f376550e-ae6d-48a9-a9fe-11849c49a0f5 · outbound

This paper cites and Athey, S.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation and Athey, S

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.476383Z

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=2026-08-14T13:19:26.304718Z digest=sha256:65d13a0d6c073b877020d4ca370fe15c5f5bbc46f7cf7bb5774b2e809255e639

Observation 9a0b1a0e-d739-4290-abad-e003b395033a · outbound

This paper cites and Modigliani, L.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation and Modigliani, L

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.464005Z

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=2026-08-14T13:19:26.307952Z digest=sha256:279744e091d40c9a88d2cb500aa11f68d8b81785ccf0bf373b9a52aeaff6ba96

Observation 486149ed-2f2c-42e3-b10f-cf611c831bac · outbound

This paper cites T., Stoyanov, S.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation T., Stoyanov, S

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.452387Z

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=2026-08-14T13:19:26.311140Z digest=sha256:ea27dda27c06e279045d15876f898a640bbcb4fd73ba6a7d88201b0fa44c2957

Observation 7aacd0e7-8d09-4b6c-9c54-175ecd9beb71 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 20

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.441339Z

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=2026-08-14T13:19:26.314445Z digest=sha256:018af047a0dc274fd0d5add3bc8a98b2e9078e29ef34f08b1d46e4c23fc70eeb

Observation c6471a10-dba3-44d1-a855-105203946055 · outbound

This paper cites V., Rachev, S.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation V., Rachev, S

Reference 21

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:19:26.428725Z

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=2026-08-14T13:19:26.317502Z digest=sha256:cf6529607934b724c7691bd090847f46d831e54a517c25d6d46aa36e79c20eab

Observation dcdc1943-5054-4e41-97a7-c920f82fa7c2 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 22

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.413946Z

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=2026-08-14T13:19:26.321599Z digest=sha256:1a439ce72a6ae93bcc1c06de2dc374a3a77c27a0d77334bc28cc224b0b487bc5

Observation 8096f0c3-9b34-4dd7-a0b7-232e77a11918 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 23

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.401900Z

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=2026-08-14T13:19:26.324841Z digest=sha256:34f5efe28b3bfa4189599bb1595bf262946e56e4545c0ecd1ce1660ab1e9ba48

Observation 2332e5c3-698a-44af-8235-482d54bb7789 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 24

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.389539Z

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=2026-08-14T13:19:26.327964Z digest=sha256:89c2c60ca6d80f1f96e3552113cc455c216586ef5950f0b14bbdac10eb7eea40

Observation afda475b-e940-482e-8f8a-e2ff0c1f4a1d · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 25

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.377531Z

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=2026-08-14T13:19:26.331176Z digest=sha256:10e50ed1bdb90a5a63215d40a48d1437af386c7c38355c6820aec5939eeb653b

Observation f664e0b4-2962-475c-91bb-dd7597add144 · outbound

This paper cites an unresolved cited work.

Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation Unresolved cited work

Reference 26

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:19:26.365948Z

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=2026-08-14T13:19:26.334625Z digest=sha256:985b57ae4cfb72ea84ff759bdd315fa84c5f6094a22ca9543f346b8e3ea87e17

Pith citing papers

Observation 0db6ef09-9fd5-41ed-8dc8-a49750a730ef · inbound

Simple and Effective Portfolio Construction with Crypto Assets cites this paper.

Simple and Effective Portfolio Construction with Crypto Assets Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation

Reference 34

Resolution
verified exact
local_arxiv, observed 2026-08-11T23:17:13.450920Z

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=2026-08-11T23:17:13.182863Z digest=sha256:a85626247dab46a7522e952d8935052599f2581e6632915d524a436208d7763f