Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin calculus approach
As of 14 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2312.00405.
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 2026-08-13T06:32:02.005865+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-12T13:00:57.731271Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-06-29T05:43:08.416665Z
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 f050298d-22a2-45b0-88fe-2aa8a413b192 · inbound
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates cites this paper.
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin calculus approach
Reference 71
- Resolution
- unresolved
- no resolver link, observed 2026-08-12T13:00:57.731271Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 7fc194e0-ece3-4654-9bdd-da8abaf69783 · inbound
Functional integration by parts formulae for stochastic Volterra processes cites this paper.
Functional integration by parts formulae for stochastic Volterra processes Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin calculus approach
Reference 2
- Resolution
- verified exact
- arxiv_id, observed 2026-06-29T05:43:08.418428Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.