Paper Citation Record · LEDGER

Semiclassical CEV Option Pricing Model: an Analytical Approach

As of 13 August 2026, this Paper Citation Record lists 21 of 21 outbound references and 0 inbound Pith citation observations for arXiv:2411.18154.

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

pith.paper-citation-record.v1
2411.18154 v5

Coverage vector

measured 21 of 21 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-12T11:32:10.087644Z

measured 21 of 21 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-13T06:32:02.005865+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

21 of 21 outbound references displayed

verified exact0
verified fuzzy17
unresolved3
parse uncertain1
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 273abc0d-b7d8-4eca-b4e4-1a5ab0f2d545 · outbound

This paper cites and Morales-Ruiz, J.J., Integrability of stochastic birth-death processes via differential Galois theory.Mathematical Modelling of Natural Phenomena15(2020) 70.

Semiclassical CEV Option Pricing Model: an Analytical Approach and Morales-Ruiz, J.J., Integrability of stochastic birth-death processes via differential Galois theory.Mathematical Modelling of Natural Phenomena15(2020) 70

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.500267Z

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.

Observation 9511d13c-51c8-4a4e-a7eb-76c9e0518a92 · outbound

This paper cites and Pantazi, C., Semiclassical quantification of some two degree of freedom potentials: A differential Galois approach.

Semiclassical CEV Option Pricing Model: an Analytical Approach and Pantazi, C., Semiclassical quantification of some two degree of freedom potentials: A differential Galois approach

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.484043Z

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.

Observation 401c9844-373f-4b1b-9a06-561d89fe3487 · outbound

This paper cites Journal of Computational and Applied Mathematics388(2021): 113244.

Semiclassical CEV Option Pricing Model: an Analytical Approach Journal of Computational and Applied Mathematics388(2021): 113244

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.468059Z

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.

Observation 19ca868e-7a2b-4a78-a96d-a317471b80a2 · outbound

This paper cites Journal of Political Economy81(1973) 637–654.

Semiclassical CEV Option Pricing Model: an Analytical Approach Journal of Political Economy81(1973) 637–654

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.452357Z

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.

Observation 60f3c699-765a-400c-a034-e9b2660d2403 · outbound

This paper cites The Journal of Portfolio Management23 (1996), 15–17.

Semiclassical CEV Option Pricing Model: an Analytical Approach The Journal of Portfolio Management23 (1996), 15–17

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.435041Z

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.

Observation 900d6a8c-389d-4a86-8c99-e1444a6e8f0a · outbound

This paper cites Journal of Financial Economics3(1976) 145–166.

Semiclassical CEV Option Pricing Model: an Analytical Approach Journal of Financial Economics3(1976) 145–166

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.417103Z

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.

Observation dff54e8f-81ac-42e4-99cd-b851427fd6a7 · outbound

This paper cites The semiclassical expansion.

Semiclassical CEV Option Pricing Model: an Analytical Approach The semiclassical expansion

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.399753Z

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.

Observation ef1b6d36-2e57-4ed4-a114-2afa83a7a5fe · outbound

This paper cites R.,Quantum Mechanics and Path Integrals.

Semiclassical CEV Option Pricing Model: an Analytical Approach R.,Quantum Mechanics and Path Integrals

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.382701Z

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.

Observation 274dea04-43fb-4567-bb6a-900f33b1ef34 · outbound

This paper cites an unresolved cited work.

Semiclassical CEV Option Pricing Model: an Analytical Approach Unresolved cited work

Reference 9

Resolution: unresolved; raw_fallback, observed 2026-08-12T11:32:10.364886Z

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.

Observation 42fa7173-8d61-4068-ac73-51c996f2727b · outbound

This paper cites an unresolved cited work.

Semiclassical CEV Option Pricing Model: an Analytical Approach Unresolved cited work

Reference 10

Resolution: unresolved; raw_fallback, observed 2026-08-12T11:32:10.347330Z

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.

Observation 73d42953-7d90-4ad4-9754-e1e430ce834b · outbound

This paper cites Springer, 2007.

Semiclassical CEV Option Pricing Model: an Analytical Approach Springer, 2007

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.328496Z

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.

Observation 744e4c31-3ced-47c9-ad44-655fa5d8b792 · outbound

This paper cites Reidel, Dortrech, 1982.

Semiclassical CEV Option Pricing Model: an Analytical Approach Reidel, Dortrech, 1982

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.311447Z

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.

Observation 4dec9607-8760-491e-98cf-37ddca376e71 · outbound

This paper cites The constant elasticity of variance model.Encyclopedia of Quantitative Finance328–.

Semiclassical CEV Option Pricing Model: an Analytical Approach The constant elasticity of variance model.Encyclopedia of Quantitative Finance328–

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.294959Z

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.

Observation 5c51fa45-cbb8-4b6e-a6c9-405aa69e251e · outbound

This paper cites and Martinet, J., 1990.

Semiclassical CEV Option Pricing Model: an Analytical Approach and Martinet, J., 1990

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.260078Z

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.

Observation 5f2964aa-97e5-4964-89f2-295918584cb2 · outbound

This paper cites Journal of Mathematical Physics61(2020).

Semiclassical CEV Option Pricing Model: an Analytical Approach Journal of Mathematical Physics61(2020)

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.239504Z

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.

Observation e1a78ee8-68ce-4c6d-aa86-6699b959fe06 · outbound

This paper cites Modern Birkh¨ auser Classics, Reprint 2013 of the 1999 Edition by Birkh¨ auser, Springer, Basel.

Semiclassical CEV Option Pricing Model: an Analytical Approach Modern Birkh¨ auser Classics, Reprint 2013 of the 1999 Edition by Birkh¨ auser, Springer, Basel

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.217220Z

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.

Observation 04ffc701-2ef4-44a0-a683-bf12b9b1ddd0 · outbound

This paper cites Methods and Applications of Analysis8(2001) 33–96.

Semiclassical CEV Option Pricing Model: an Analytical Approach Methods and Applications of Analysis8(2001) 33–96

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.200319Z

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.

Observation 0af0f283-ca39-4651-8f9c-8d52aeaba1c6 · outbound

This paper cites On the definition and approximation of Feynman’s path integrals.

Semiclassical CEV Option Pricing Model: an Analytical Approach On the definition and approximation of Feynman’s path integrals

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.183026Z

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.

Observation 88e00793-5db5-4043-841f-2e8e62a24253 · outbound

This paper cites an unresolved cited work.

Semiclassical CEV Option Pricing Model: an Analytical Approach Unresolved cited work

Reference 19

Resolution: unresolved; raw_fallback, observed 2026-08-12T11:32:10.162806Z

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.

Observation 04c50ab5-5928-48e0-88c8-61987564000b · outbound

This paper cites The Journal of Finance44 (1989), 211–219.

Semiclassical CEV Option Pricing Model: an Analytical Approach The Journal of Finance44 (1989), 211–219

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T11:32:10.146089Z

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.

Observation 9f1999ab-e10a-4dab-99e3-f9cfc7104531 · outbound

This paper cites an unresolved cited work.

Semiclassical CEV Option Pricing Model: an Analytical Approach Unresolved cited work

Reference 334

Resolution: parse uncertain; raw_fallback, observed 2026-08-12T11:32:10.276964Z

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.

Pith citing papers

No inbound Pith citation observations are available.