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Paper Citation Record · LEDGER

Optimal Investment with Correlated Stochastic Volatility Factors

As of 16 August 2026, this Paper Citation Record lists 20 of 20 outbound references and 0 inbound Pith citation observations for arXiv:1908.07626.

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

pith.paper-citation-record.v1
1908.07626 v3

Coverage vector

measured 20 of 20 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T12:19:57.787398Z

measured 20 of 20 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

20 of 20 outbound references displayed

  • verified exact1
  • verified fuzzy14
  • unresolved5
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 3d383314-ffb9-43c3-b2ae-2ac10ee65e80 · outbound

This paper cites Construction of Forward Performance Processes in Stochastic Factor Models and an Extension of Widder's Theorem.

Optimal Investment with Correlated Stochastic Volatility Factors Construction of Forward Performance Processes in Stochastic Factor Models and an Extension of Widder's Theorem

Reference 1

Resolution
verified exact
local_arxiv, observed 2026-08-14T12:19:57.833714Z

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=2026-08-14T12:19:57.685086Z digest=sha256:c2479c0f17ea751e0e3d3d974fbb7e1450918ff52991ad2585bcb688e1674e60

Observation b014400f-1b4e-4501-8c01-a1ad9f35e4cd · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 2

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:19:58.171939Z

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=2026-08-14T12:19:57.690998Z digest=sha256:41f10b0ee04f4e74962b59b9cc7a8ccf189bc3d37f8d9f60fe8a7c60085215ae

Observation 84eb29fc-9376-4993-b235-ebc94fdff08d · outbound

This paper cites Bichuch and R.

Optimal Investment with Correlated Stochastic Volatility Factors Bichuch and R

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.154314Z

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=2026-08-14T12:19:57.696398Z digest=sha256:8ed1f6e8e32516f7398a6e204d090ad7110a426dae7533960b37f73d1013328d

Observation 96b773f7-2f5b-4659-aeaa-121043c07ad7 · outbound

This paper cites Chacko and L.

Optimal Investment with Correlated Stochastic Volatility Factors Chacko and L

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.135344Z

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=2026-08-14T12:19:57.702365Z digest=sha256:c1a2e752e470a8040ce031dd253d537dca8c440b6b251e28416dafec36989574

Observation cb7bc33b-5971-4f8a-a161-583edaac1436 · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 5

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:19:58.115967Z

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=2026-08-14T12:19:57.708186Z digest=sha256:68f342ff3368a0d4214049313e61ca949f0bcc9ed6293a451889820a27f28166

Observation 0f675888-bda9-452b-b0dd-86c2a6152c0f · outbound

This paper cites Fouque and R.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque and R

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.099085Z

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=2026-08-14T12:19:57.713961Z digest=sha256:2365d197b53854ff9d0b4d136611c9056dabaf9038514e349db4fa257f73bdb2

Observation 5d4a39a1-2738-4f4f-a482-b1f4d84f555d · outbound

This paper cites Fouque and R.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque and R

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.080865Z

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=2026-08-14T12:19:57.719858Z digest=sha256:433bd6f25b500a95bfca1f6c514ff458129399edd203e9e8854951674beaab85

Observation 2dec7152-14ab-44c9-a732-dddaabc87fab · outbound

This paper cites Fouque and N.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque and N

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.063771Z

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=2026-08-14T12:19:57.724876Z digest=sha256:2ed7f9f6b5eff6e801cf2c8aa62f23c0bcad58d68776932845e9db56f33ecf01

Observation 0a105650-17b4-468a-9b73-91363d179856 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.046414Z

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=2026-08-14T12:19:57.729892Z digest=sha256:fcc9d52b0840c34d4304819a20a243acbd57fb764d881dc1696012482f7525e6

Observation a0d0ce90-e500-44eb-a4b1-4ee044f3b568 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.028130Z

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=2026-08-14T12:19:57.734762Z digest=sha256:11ea4fb4ff13b7cc8dbf96638e600baf86ff1ab30c34bde93dcefdbae1ceb239

Observation 9f3b7263-bece-430f-9ec4-52527cdc7fa9 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:58.010437Z

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=2026-08-14T12:19:57.739979Z digest=sha256:9b1fcf563831f20bb3e73045c56388aa0ec2ed88961b7b3d9143b83a4aaeaab0

Observation 8dfebd5f-6e9f-40b3-8ea0-9c8cd00cf655 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:57.992088Z

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=2026-08-14T12:19:57.745045Z digest=sha256:531a5005b849f32cde4466baac7a3bbd9bbd2d77eb632708519e8636e28ea7ab

Observation a225553e-5018-4051-af5d-473b8cfb44cb · outbound

This paper cites Fouque, R.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, R

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:57.974675Z

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=2026-08-14T12:19:57.750092Z digest=sha256:3e2092ddfbb3c3e4f741053a10fe86f5e4d822526fcf615d5d19b46700883ce1

Observation 7c86f3a9-53e6-47fb-85d8-83418a33990a · outbound

This paper cites Karatzas and S.

Optimal Investment with Correlated Stochastic Volatility Factors Karatzas and S

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:57.958244Z

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=2026-08-14T12:19:57.755586Z digest=sha256:989cd160764979c34ce00bf76ee52a0a1b2227d823907896c64bfb2343da8dbc

Observation fa69b5a2-3341-4ab1-807d-da0631b761e9 · outbound

This paper cites Kramkov and W.

Optimal Investment with Correlated Stochastic Volatility Factors Kramkov and W

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:57.941628Z

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=2026-08-14T12:19:57.760757Z digest=sha256:4136bcc00f07a0915518c1c9e1d092074aac02b26c529ed3f98b5160bc2eb10b

Observation e3b11faf-b6dc-487d-9e15-f69b894bc482 · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 16

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:19:57.923516Z

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=2026-08-14T12:19:57.766584Z digest=sha256:1cca5c0bc05dd717b7b8d9185b8f99f3d1db112fb1327411af68a626c1cb375d

Observation 5afa0c4c-79fb-4f24-b497-ccd9471ae6fc · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 17

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:19:57.905528Z

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=2026-08-14T12:19:57.771896Z digest=sha256:05962a36629512d76fbacc2b458aabe08ab4c2b1af5a98d131aa8037287d0360

Observation d7b88937-1847-4df5-8e52-dd20de57d339 · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 18

Resolution
unresolved
raw_fallback, observed 2026-08-14T12:19:57.888620Z

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=2026-08-14T12:19:57.776941Z digest=sha256:522aca253fbc5a66b3afedd37ea5764960831684ebb072807bfb5256b603034d

Observation 36cd7253-d3cf-4c8c-9717-50be207045a3 · outbound

This paper cites Sircar and G.

Optimal Investment with Correlated Stochastic Volatility Factors Sircar and G

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:57.870549Z

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=2026-08-14T12:19:57.782352Z digest=sha256:c4dc8378fba3e261d7eefb90b27b0068f2aaf1a65dde996e71fae132ac87530f

Observation cfb9e9bd-33a7-4f26-9c2f-0bbb19c648bc · outbound

This paper cites Zariphopoulou.

Optimal Investment with Correlated Stochastic Volatility Factors Zariphopoulou

Reference 20

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T12:19:57.852704Z

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=2026-08-14T12:19:57.787398Z digest=sha256:f28daeea7cce46023e11ec8ea5d6e84cbf68a3e54d5575702ff4330247e70ac3

Pith citing papers

No inbound Pith citation observations are available.