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Paper Citation Record · LEDGER

Explosion in the quasi-Gaussian HJM model

As of 17 August 2026, this Paper Citation Record lists 36 of 36 outbound references and 0 inbound Pith citation observations for arXiv:1908.07102.

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

pith.paper-citation-record.v1
1908.07102 v1

Coverage vector

measured 36 of 36 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T12:42:01.827139Z

measured 36 of 36 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 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

36 of 36 outbound references displayed

  • verified exact0
  • verified fuzzy15
  • unresolved21
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation b493876a-147a-4add-acba-4b581fa8c47f · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 1

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.295073Z

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=2026-08-14T12:42:01.699154Z digest=sha256:38eab115325b14c55fddffd601d618108a9c31826e3bbf1ad9b6899b83fd61ce

Observation 5ed6fa1b-1827-49cf-bdd6-f80780aff9ee · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 2

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.283082Z

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=2026-08-14T12:42:01.703689Z digest=sha256:38152408d76b1f5835a758a8c617ad7529e42785b7e0b73b87695998983a0103

Observation d01d22ca-d664-4d05-8de4-1bf8e213ac96 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 3

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.269921Z

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=2026-08-14T12:42:01.707746Z digest=sha256:cdb9f5b859a7d9560ec7d11483afd36c0c6c75e51bc9e43a81e041330fd8faf9

Observation a8fc4662-c394-4255-bcb4-6dbe226bf5fc · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 4

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.256051Z

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=2026-08-14T12:42:01.711662Z digest=sha256:7b4dd3125fd5f6a5e60764e590ed22ab855f44e7ed2dda51c4a9abb435d8f33a

Observation 2a05484d-4443-40d0-bf97-09019c1ee893 · outbound

This paper cites (1993) Generalized Vasicek models of the term structure, Applied Stochastic Models and Data Analysis.

Explosion in the quasi-Gaussian HJM model (1993) Generalized Vasicek models of the term structure, Applied Stochastic Models and Data Analysis

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.241204Z

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=2026-08-14T12:42:01.715438Z digest=sha256:6fd0c721428497c05c33b2a807c4af367bad84abde128e0d6f657cfd3ca7fcd5

Observation 0096cbd6-7670-4b2e-840f-f1f7ed27143a · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 6

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.224905Z

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=2026-08-14T12:42:01.719269Z digest=sha256:2ff7ee74562deedb8b1d59d6b5a24e1c2fcb5f0b9c3cfd271e8201d72c2ef7d7

Observation 760e7498-9326-4496-91e4-bc5e9e58f052 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 7

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.212263Z

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=2026-08-14T12:42:01.723210Z digest=sha256:736fa621f49addccd7092fcf5dec9415c971ab4931aab83af729d19d9d3a987f

Observation 43a1c731-8b6d-44d7-90a2-01a4bc93b8c4 · outbound

This paper cites (1992) Markov representation of the Heath-Jarrow-Morton model.

Explosion in the quasi-Gaussian HJM model (1992) Markov representation of the Heath-Jarrow-Morton model

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.198692Z

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=2026-08-14T12:42:01.726929Z digest=sha256:4138deb8ad7c0c4960acdbe263f03b87526e99197ff3ea2997bed9ba16d2a17d

Observation 3835e655-6f8d-4337-a855-931eb60bfffa · outbound

This paper cites (2012) Explicit volatility specification for the linear Cheyette model.

Explosion in the quasi-Gaussian HJM model (2012) Explicit volatility specification for the linear Cheyette model

Reference 9

Resolution
unresolved
no resolver link, observed 2026-08-14T12:42:01.730658Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-14T12:42:01.730658Z digest=sha256:e432ddafca0a07578fa14f66607b64b2e0c7508719dfb16d9e0919dc9fb3b882

Observation 277bd5f8-7ed1-4e90-9d93-218a36799c47 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 10

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.173265Z

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=2026-08-14T12:42:01.734221Z digest=sha256:a40251ea14404fc030433674ef6523a00749cac01c1c2f3a30ddf0d3b18e3b7e

Observation 90a82db8-2199-445d-b4b3-433b74b1d94c · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 11

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.161023Z

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=2026-08-14T12:42:01.737992Z digest=sha256:73c5e0f965158fe22f50e206b9b09ed1fd8f8cb4c8e56d4065c5cbe8b4abaed2

Observation 10788057-d7e3-45aa-9788-678964c8f316 · outbound

This paper cites Khasminskii.

Explosion in the quasi-Gaussian HJM model Khasminskii

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.148580Z

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=2026-08-14T12:42:01.741544Z digest=sha256:616b17ab3bc1ffb35186d8402ffc62ce2994ea4147a286d1f579968f605b8129

Observation e6e7d422-8ef5-4acd-bdca-4ae949691ac7 · outbound

This paper cites (1996) Notes on option pricing I: Constant elasticity of diffusion.

Explosion in the quasi-Gaussian HJM model (1996) Notes on option pricing I: Constant elasticity of diffusion

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.136761Z

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=2026-08-14T12:42:01.745427Z digest=sha256:cf88b3bec4961ce72d3f5e387bed5df962facf68e7cc9f6dc578a711be909320

Observation c45e1ab5-4ab3-4834-b88a-f83553dc2e39 · outbound

This paper cites (1952) The parabolic differential equations and the associated groups of transformations.

Explosion in the quasi-Gaussian HJM model (1952) The parabolic differential equations and the associated groups of transformations

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.123824Z

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=2026-08-14T12:42:01.748976Z digest=sha256:e1e3a1e13d0b159b2e55558f07fa64a42f95bdd5dddb0cce7a8bd215a9b92a80

Observation 6dd6da9c-9ee9-4a2c-9e25-e3d1b4183e15 · outbound

This paper cites Jablecki and D.

Explosion in the quasi-Gaussian HJM model Jablecki and D

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.110925Z

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=2026-08-14T12:42:01.752475Z digest=sha256:ae00a6427ee414b563fb94887ab92a74ada3a2b854d7703a457033ddb086766f

Observation 67e9495e-4e11-4ca5-9c1d-db3bd8eeabf4 · outbound

This paper cites Jarrow and A.

Explosion in the quasi-Gaussian HJM model Jarrow and A

Reference 16

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.099103Z

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=2026-08-14T12:42:01.756037Z digest=sha256:90e40e521086158fe7432d1f394493a5c06eddf42ab06e369c2a4bb986abf062

Observation 8bc9ff5b-e51b-46b0-ba19-8aefc5183067 · outbound

This paper cites (1993) Problems in certain two-factor term structure models.

Explosion in the quasi-Gaussian HJM model (1993) Problems in certain two-factor term structure models

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.085999Z

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=2026-08-14T12:42:01.759664Z digest=sha256:ed172d2ca8b3331ebd4ec8b23f36737feeafb6539cdb09f1897bc8e3feba1c87

Observation cd2c038e-1127-4ac2-8b9f-1905d8eda804 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 18

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.074226Z

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=2026-08-14T12:42:01.763806Z digest=sha256:d286e6943802c6b5c91c3b37c9e6c29b868e85e26db9098729160b50e9677952

Observation e737bf6f-e413-4223-bf32-cc02e6cadf97 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 19

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.062708Z

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=2026-08-14T12:42:01.767254Z digest=sha256:8355a8417d70f323e08fde7d1a4ac5abf12a63c83bed810acb1cc82ad52a5e66

Observation df28ab67-7b74-41af-9c8f-df7d08cf850d · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 20

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.050064Z

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=2026-08-14T12:42:01.770921Z digest=sha256:cb67e5ad011633b90935b61243bfa9e05a0d41e2356b909b6c7d2209d9161ef0

Observation b8260571-3545-4f58-9376-531166b485a4 · outbound

This paper cites (1991) Bond and option evaluation in the Gaussian interest rate model.

Explosion in the quasi-Gaussian HJM model (1991) Bond and option evaluation in the Gaussian interest rate model

Reference 21

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.038511Z

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=2026-08-14T12:42:01.774650Z digest=sha256:b4005a2c83641a843d7d94ea219032e0c49e01994dd39127668141844d892800

Observation 3bbb1da3-6fad-4d80-b037-c54e545aa722 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 22

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.026636Z

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=2026-08-14T12:42:01.778127Z digest=sha256:22f5ca7cb17df1aa7f0333143ca3de5bd3897b76184aa4860c81851a2ce6a79a

Observation a6b6667a-92cc-4045-a9e9-99291c92a799 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 23

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:02.014318Z

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=2026-08-14T12:42:01.781433Z digest=sha256:f177169238a65e12595a97714b0ed288faedfa1d4221a639c220edeec38f7121

Observation 9c67dd7b-17cd-47e3-be4a-ce2898bef85c · outbound

This paper cites (2012) Stochastic Stability of Differential Equations.

Explosion in the quasi-Gaussian HJM model (2012) Stochastic Stability of Differential Equations

Reference 24

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:02.003430Z

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=2026-08-14T12:42:01.784936Z digest=sha256:8aebe69d807aef64b5c53025c2433ad47e28c1ecbf1f586b3c628c8f2ac20066

Observation 7f88a490-94ab-4c78-bd07-a81fdcd82f9c · outbound

This paper cites (1969) Stochastic Integrals.

Explosion in the quasi-Gaussian HJM model (1969) Stochastic Integrals

Reference 25

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:01.990895Z

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=2026-08-14T12:42:01.788178Z digest=sha256:b798107249b704f10586d6cbf37a8d89f67f69f50590eade4bb79c1c4aa3ebc5

Observation 018ac052-aabc-40bd-a991-70d5cf0de816 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 26

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:01.978750Z

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=2026-08-14T12:42:01.791913Z digest=sha256:64710297cb5f6030ae4d0f62175cd213d642c76f08b9856b1a92deabb7925b31

Observation 1d5ed81f-04c3-4d24-86b5-48ddbd909a95 · outbound

This paper cites Acar and M.

Explosion in the quasi-Gaussian HJM model Acar and M

Reference 27

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:01.967226Z

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=2026-08-14T12:42:01.795364Z digest=sha256:de76b38ab83c50fb2d8f4c8245e6fb39a46b779e851960f825befb1c6cefb860

Observation 236fd55d-1584-4673-8aa8-061192829b99 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 28

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:01.955811Z

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=2026-08-14T12:42:01.798771Z digest=sha256:6466270b68ff0bc7373bb7e5490392e0ff6f146753bc395f80a105903f03093f

Observation 0cb30748-b1c2-46e1-bf77-967a305d9d79 · outbound

This paper cites (2014) Hogan-Weintraub singularity and explosive behaviour in the Black-Derman-Toy model.

Explosion in the quasi-Gaussian HJM model (2014) Hogan-Weintraub singularity and explosive behaviour in the Black-Derman-Toy model

Reference 29

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:01.944473Z

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=2026-08-14T12:42:01.802235Z digest=sha256:082066d0d6ee5c8a5d9c0d4486c2b6b49a9a0d6846e54f4bef8514a6e23ec31e

Observation bda835a7-541a-44a9-afb0-a8836e10e688 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 30

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:01.931740Z

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=2026-08-14T12:42:01.805670Z digest=sha256:75faee28851af1b9ec47c84e95612bf35899e0d5d6f08ffcc148bcc52f5209ee

Observation 8ccec0de-a1fa-47a9-84c8-574f91b70e6a · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 31

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:01.919392Z

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=2026-08-14T12:42:01.809250Z digest=sha256:8039607491ed558f8d1e9378fcd53e7f9bd9e66be4fec7a1dcb25c1e4a36bf66

Observation 2763717c-4c2e-46ad-b24d-728dd9e220ce · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 32

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:01.907109Z

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=2026-08-14T12:42:01.812669Z digest=sha256:d644e1c1b842df4fa5b8af0711228ac0d8b7d95b0264d71dc1ca50910ca710c0

Observation 0aeeeb0a-a3f9-4713-94cc-ad8ae2bfe112 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 33

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:01.895371Z

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=2026-08-14T12:42:01.816299Z digest=sha256:d944a8a14ac815d8104c24d7f8e3b7a6a9c15cf491906a036f4627551cc66803

Observation 3912e553-d3e5-4f3b-881b-46ffafe0b4fe · outbound

This paper cites (2007) Some results on strong solutions of SDEs with applications to interest rate models.

Explosion in the quasi-Gaussian HJM model (2007) Some results on strong solutions of SDEs with applications to interest rate models

Reference 34

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:01.884291Z

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=2026-08-14T12:42:01.819998Z digest=sha256:cad66a160fe1fbd0125b901e51840a7094dd3d3817c1f60d38d7936763e817d1

Observation c924736c-c6b2-4c71-81ca-f3de9b384a94 · outbound

This paper cites an unresolved cited work.

Explosion in the quasi-Gaussian HJM model Unresolved cited work

Reference 35

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:42:01.872823Z

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=2026-08-14T12:42:01.823523Z digest=sha256:2f42a0a01ece4f6ee160b383b21f181941bc8ad3b7c83df653809a50c92ae08e

Observation be129a46-689e-4783-8c24-2bd3870556ba · outbound

This paper cites (1973) On a comparison theorem for solutions of stochastic differential equations and its applications.

Explosion in the quasi-Gaussian HJM model (1973) On a comparison theorem for solutions of stochastic differential equations and its applications

Reference 36

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:42:01.860487Z

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=2026-08-14T12:42:01.827139Z digest=sha256:9b440b9988f21367951791bc57e7046433a340154f36528a386fc5a94327d03a

Pith citing papers

No inbound Pith citation observations are available.