Paper Citation Record · LEDGER

Rough Bergomi turns grey

As of 17 August 2026, this Paper Citation Record lists 56 of 56 outbound references and 0 inbound Pith citation observations for arXiv:2505.08623.

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

pith.paper-citation-record.v1
2505.08623 v1

Coverage vector

measured 56 of 56 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-15T21:57:03.206284Z

measured 56 of 56 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+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

56 of 56 outbound references displayed

verified exact1
verified fuzzy37
unresolved17
parse uncertain0
malformed identifier1
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 283775c3-392c-428b-8ac8-a0cf6d51dfe4 · outbound

This paper cites Abi Jaber , The characteristic function of Gaussian stochastic volatility models: an analytic expression, Finance and Stochastics, 26 (2022), p.

Rough Bergomi turns grey Abi Jaber , The characteristic function of Gaussian stochastic volatility models: an analytic expression, Finance and Stochastics, 26 (2022), p

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.143845Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation c28734c6-4565-41ce-a8d5-2bb45f000d38 · outbound

This paper cites State spaces of multifactor approximations of nonnegative Volterra processes.

Rough Bergomi turns grey State spaces of multifactor approximations of nonnegative Volterra processes

Reference 2

Resolution: verified exact; local_arxiv, observed 2026-08-15T21:57:03.365312Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3474f954-e717-4d5c-b538-dda3832d1a32 · outbound

This paper cites Abi Jaber and O.

Rough Bergomi turns grey Abi Jaber and O

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.129166Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation cc497dde-2c72-40fe-95a1-5f0f09db6bbc · outbound

This paper cites Abramowitz and I.

Rough Bergomi turns grey Abramowitz and I

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.115175Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 640b5bb9-dc3a-42ab-adfa-6433c721b932 · outbound

This paper cites Al`os, J.

Rough Bergomi turns grey Al`os, J

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.101877Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 381d041b-1ac7-4d3a-bda7-74a9531f93a0 · outbound

This paper cites Al`os and D.

Rough Bergomi turns grey Al`os and D

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.088297Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation f5ab6113-d0d0-421b-adb1-0c24b4863110 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 7

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:04.074655Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 5f770548-3476-4214-9598-541a451fbc7f · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:04.061099Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b08a3f39-894c-43f3-9e24-83a1e623fb7f · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 9

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:04.047283Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation d0b84dde-a034-4412-884e-715566829417 · outbound

This paper cites Bayer and S.

Rough Bergomi turns grey Bayer and S

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.032043Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b94b591b-111c-4cc0-b7b3-667b0ff9c34d · outbound

This paper cites Bayer, P.

Rough Bergomi turns grey Bayer, P

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.017341Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6d823296-16be-44e6-a614-b3cb35841347 · outbound

This paper cites Bennedsen, A.

Rough Bergomi turns grey Bennedsen, A

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:04.003333Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation a4bde69f-cdbd-47e1-a06e-c61f0fe8f716 · outbound

This paper cites Bergomi, Smile dynamics II , Risk Magazine, October (2005).

Rough Bergomi turns grey Bergomi, Smile dynamics II , Risk Magazine, October (2005)

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.989737Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation ef39ceb2-4e60-4d2b-98a6-4c5a0e4b11be · outbound

This paper cites Bergomi, Smile dynamics IV , Risk Magazine, (2009).

Rough Bergomi turns grey Bergomi, Smile dynamics IV , Risk Magazine, (2009)

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.974801Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3f02330a-5c38-4ef1-bb9d-3c703d34d8ff · outbound

This paper cites Bourgey, S.

Rough Bergomi turns grey Bourgey, S

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.961539Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 87e023ad-d2fe-49cc-8800-c5cc34867606 · outbound

This paper cites Bourgey, S.

Rough Bergomi turns grey Bourgey, S

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.947528Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation aa7a2fd8-4a89-4d07-9215-864da52497a0 · outbound

This paper cites Carmona, L.

Rough Bergomi turns grey Carmona, L

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.934031Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation a7585cd9-b86b-4b5c-9c64-eeffd439195d · outbound

This paper cites Comte and E.

Rough Bergomi turns grey Comte and E

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.920484Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 127e0def-7095-4e66-a648-f065146a7738 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 19

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.906736Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 4e731b9e-86f6-4284-ad97-afa594d18ec1 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.892036Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 32178192-aa2d-4bf5-9906-833954556d7d · outbound

This paper cites D’Agostino and E.

Rough Bergomi turns grey D’Agostino and E

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.878259Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 0ff47511-414f-4d3e-88a3-020b57cd2387 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 22

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.864312Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 710b30af-cd2b-4c72-b54b-0e9e10a9448a · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 23

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.850056Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 93b864ec-1b3d-4082-859f-9e23541541fc · outbound

This paper cites Djehiche and M.

Rough Bergomi turns grey Djehiche and M

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.836582Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 8c44e813-318c-4bf6-9b89-594b07a18071 · outbound

This paper cites El Euch and M.

Rough Bergomi turns grey El Euch and M

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.822129Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 9720a944-6f02-43e8-b777-371c63cdb98f · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 26

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.807484Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 613ff047-cdae-46fb-8d25-13110f146b28 · outbound

This paper cites Fenton, The sum of log-Normal probability distributions in scatter transmission systems , IEEE Transactions on Communications, 8 (1960), pp.

Rough Bergomi turns grey Fenton, The sum of log-Normal probability distributions in scatter transmission systems , IEEE Transactions on Communications, 8 (1960), pp

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.793492Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation cd3dbec7-a44f-45cf-9557-58fb9f674545 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 28

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.779591Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6aea7b95-af85-4aa3-a896-2e6a59f934ea · outbound

This paper cites Fouque and Y.

Rough Bergomi turns grey Fouque and Y

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.765765Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation e5713444-8367-40f9-8dbc-a880c71eebac · outbound

This paper cites Friz and J.

Rough Bergomi turns grey Friz and J

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.749989Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation c56996f1-fd97-4b25-b811-baa7067f5b25 · outbound

This paper cites Fukasawa, Asymptotic analysis for stochastic volatility: martingale expansion , Finance and Stochastics, 15 (2011), pp.

Rough Bergomi turns grey Fukasawa, Asymptotic analysis for stochastic volatility: martingale expansion , Finance and Stochastics, 15 (2011), pp

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.735757Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b129a14e-c219-45aa-adf9-0110f1698ce0 · outbound

This paper cites Gassiat, On the martingale property in the rough Bergomi model , Electronic Communications in Probability, 24 (2019), pp.

Rough Bergomi turns grey Gassiat, On the martingale property in the rough Bergomi model , Electronic Communications in Probability, 24 (2019), pp

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.721823Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 5fe47bfd-72ef-4602-9328-1c7231f1d159 · outbound

This paper cites Gatheral, T.

Rough Bergomi turns grey Gatheral, T

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.708047Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation ba458cdf-90d5-42bc-b5af-cc8e8ede4937 · outbound

This paper cites Gatheral, P.

Rough Bergomi turns grey Gatheral, P

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.688550Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3e66f6dc-7476-477e-b8e5-2b5a497fc019 · outbound

This paper cites Gerhold, J.

Rough Bergomi turns grey Gerhold, J

Reference 35

Resolution: unresolved; no resolver link, observed 2026-08-15T21:57:03.104697Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e1a06475-46c9-4a34-9f17-611baddd042a · outbound

This paper cites Goutte, A.

Rough Bergomi turns grey Goutte, A

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.673785Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation f37ebaed-884a-4dd2-81bb-386ce8254bf2 · outbound

This paper cites Guyon and J.

Rough Bergomi turns grey Guyon and J

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.660484Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 902c3682-3adf-4321-932e-5f27e402e9f2 · outbound

This paper cites Horvath, A.

Rough Bergomi turns grey Horvath, A

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.646039Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 5821add6-477f-40bd-82f8-ace06999364e · outbound

This paper cites Horvath, A.

Rough Bergomi turns grey Horvath, A

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.630141Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 18c86f0c-691b-41f8-adb2-03520b371a3c · outbound

This paper cites Huang, C.

Rough Bergomi turns grey Huang, C

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.616021Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation a78b979e-0a45-47f2-b2e7-3f4c1215566d · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 41

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.602639Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation c125bc69-5e2e-41fb-a72d-2fd957fd5415 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 42

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.588349Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 4a3d9898-aeca-4fbb-bb2b-5df5c2c99e91 · outbound

This paper cites Jacquier, C.

Rough Bergomi turns grey Jacquier, C

Reference 43

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.574410Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 7245a45e-b3b3-49f2-a731-0b3cdae07e80 · outbound

This paper cites Jacquier, A.

Rough Bergomi turns grey Jacquier, A

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.559654Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation af5ac369-4cf2-4f02-9349-353e9cc5f169 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 45

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.545322Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation ab4847d9-1e0a-43b9-a67d-2ffddd2d54b4 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 46

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.530482Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 00a1377a-91d9-493a-b778-2aefcd740165 · outbound

This paper cites Lions and M.

Rough Bergomi turns grey Lions and M

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.514986Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation e672aaa2-06cd-4f8a-9529-61f53ac3808a · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 48

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.500271Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 98b2bb2b-8f32-4736-940a-fd31e0249341 · outbound

This paper cites Mura and F.

Rough Bergomi turns grey Mura and F

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.486261Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b0f56090-a49c-4c12-a963-52fafb96e8ee · outbound

This paper cites Mura and G.

Rough Bergomi turns grey Mura and G

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.472137Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 4944af68-54b5-44cd-8c99-27f4af00e17a · outbound

This paper cites Nualart, The Malliavin Calculus and Related Topics , Springer-Verlag, 2006.

Rough Bergomi turns grey Nualart, The Malliavin Calculus and Related Topics , Springer-Verlag, 2006

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.457546Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 08fbae17-59d9-4129-b94e-2c892539cbc6 · outbound

This paper cites Pipiras and M.

Rough Bergomi turns grey Pipiras and M

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.441585Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 23072770-5074-4d8f-ba68-2af25bfd99a9 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 53

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.426083Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 1fbb4f25-5258-4073-b52d-ddfd5e721af8 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 54

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:57:03.411494Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation ba9964fb-88c3-4406-9157-9725e09fe20b · outbound

This paper cites Saichev and W.

Rough Bergomi turns grey Saichev and W

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:57:03.395277Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 85acd97b-c7ea-45b3-b665-a8861f1b7401 · outbound

This paper cites an unresolved cited work.

Rough Bergomi turns grey Unresolved cited work

Reference 56

Resolution: malformed identifier; raw_fallback, observed 2026-08-15T21:57:03.380697Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Pith citing papers

No inbound Pith citation observations are available.