Paper Citation Record · LEDGER

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation

As of 13 August 2026, this Paper Citation Record lists 30 of 30 outbound references and 0 inbound Pith citation observations for arXiv:2604.03122.

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

pith.paper-citation-record.v1
2604.03122 v1

Coverage vector

measured 30 of 30 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-05-13T18:53:59.676441Z

measured 30 of 30 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

30 of 30 outbound references displayed

verified exact0
verified fuzzy29
unresolved1
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 6632343e-4016-4a85-95ae-e487cf127a4a · outbound

This paper cites Conditional sampling for barrier option pricing under the Heston model.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Conditional sampling for barrier option pricing under the Heston model

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.357547Z

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 4d9cb615-deb6-4b7c-8cd6-4a13556b87cb · outbound

This paper cites Conditional sampling for barrier option pricing under the LT method.SIAM Journal on Financial Mathematics, 4(1):327–352.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Conditional sampling for barrier option pricing under the LT method.SIAM Journal on Financial Mathematics, 4(1):327–352

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.368290Z

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 8c6f1224-350e-4b70-89bd-0ef0f2b6ea17 · outbound

This paper cites Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.337924Z

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 1295398c-8633-487e-8e8f-5936cac9438a · outbound

This paper cites Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities.SIAM Journal on Scientific Computing, 46(3):A1514–A1548.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities.SIAM Journal on Scientific Computing, 46(3):A1514–A1548

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.313215Z

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 1917a818-5221-4a60-9274-91f884c75057 · outbound

This paper cites Smoothing the payoff for efficient computation of basket option prices.Quantitative Finance, 18(3):491–505.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Smoothing the payoff for efficient computation of basket option prices.Quantitative Finance, 18(3):491–505

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.321199Z

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 af0c7c86-2122-43d9-9523-38977ad961f8 · outbound

This paper cites Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks.Statistics and Computing, 30(6):1665–1689.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks.Statistics and Computing, 30(6):1665–1689

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.354279Z

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 f29cfc5e-f349-4f18-a8fd-5e251b0ecbf9 · outbound

This paper cites Efficient risk estimation via nested se- quential simulation.Management Science, 57(6):1172–1194.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Efficient risk estimation via nested se- quential simulation.Management Science, 57(6):1172–1194

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.325677Z

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 7ce7a9f2-a88f-4b6a-8c62-09939d0b02ea · outbound

This paper cites an unresolved cited work.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-05-14T03:30:38.364665Z

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 670980e7-64ea-43be-8ad3-aa82ad3dfb3c · outbound

This paper cites Monte Carlo and quasi-Monte Carlo methods.Acta numerica, 7:1–49.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Monte Carlo and quasi-Monte Carlo methods.Acta numerica, 7:1–49

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.345920Z

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 be42b56a-fcab-48b1-aca1-abc3b565fe9c · outbound

This paper cites Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension.Journal of Computational Finance.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension.Journal of Computational Finance

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.329855Z

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 4d501673-6545-4d7f-a17b-80da8b929cf5 · outbound

This paper cites Multilevel higher- order quasi-Monte Carlo bayesian estimation.Mathematical Models and Methods in Applied Sciences, 27(05):953–995.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Multilevel higher- order quasi-Monte Carlo bayesian estimation.Mathematical Models and Methods in Applied Sciences, 27(05):953–995

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.341915Z

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 b4cac70d-84af-4810-82e8-966970035fa2 · outbound

This paper cites Cambridge University Press.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Cambridge University Press

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.372063Z

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 fe789c36-919b-41cd-8c05-75d722cac8d2 · outbound

This paper cites Multilevel Monte Carlo path simulation.Operations research, 56(3):607–617.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Multilevel Monte Carlo path simulation.Operations research, 56(3):607–617

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.349954Z

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 e18798af-5d49-43dd-87ac-2c57d63822fe · outbound

This paper cites Multilevel Monte Carlo methods.Acta numerica, 24:259–328.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Multilevel Monte Carlo methods.Acta numerica, 24:259–328

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.317133Z

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 b435947a-0a9a-4d1d-83d3-e330f9dcb90e · outbound

This paper cites MLMC for nested expectations.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation MLMC for nested expectations

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.333963Z

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 4761db16-c251-421e-906c-346b99fa6672 · outbound

This paper cites Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI.Statistics and computing, 29(4):739–751.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI.Statistics and computing, 29(4):739–751

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.361129Z

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 1a272f45-b7bf-4cd6-a895-9c4b839d0541 · outbound

This paper cites Multilevel nested simulation for efficient risk estimation.SIAM/ASA Journal on Uncertainty Quantification, 7(2):497–525.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Multilevel nested simulation for efficient risk estimation.SIAM/ASA Journal on Uncertainty Quantification, 7(2):497–525

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.249394Z

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 a2f6bb16-0be3-4c6d-ad0b-32f492c87e6e · outbound

This paper cites Conditioning on one-step survival for barrier option simulations.Operations Research, 49(6):923–937.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Conditioning on one-step survival for barrier option simulations.Operations Research, 49(6):923–937

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.276339Z

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 93451671-4c56-409b-a9cb-c30285978b69 · outbound

This paper cites Multilevel Monte Carlo estimation of expected information gains.Stochastic Analysis and Applications, 38(4):581–600.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Multilevel Monte Carlo estimation of expected information gains.Stochastic Analysis and Applications, 38(4):581–600

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.285484Z

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 df9eca3f-3cdc-437f-ac72-cabcd909016b · outbound

This paper cites Decision-theoretic sensitiv- ity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods.Computational Geosciences, 22(4):1009–1020.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Decision-theoretic sensitiv- ity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods.Computational Geosciences, 22(4):1009–1020

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.303855Z

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 f850bac7-886b-4cf1-8c37-40674cc7768f · outbound

This paper cites Nested simulation in portfolio risk measurement.Man- agement Science, 56(10):1833–1848.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Nested simulation in portfolio risk measurement.Man- agement Science, 56(10):1833–1848

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.280553Z

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 64f1b4c6-9f1f-4fe0-9c85-6e93c19f7f46 · outbound

This paper cites High dimensional in- tegration of kinks and jumps—smoothing by preintegration.Journal of Computational and Applied Mathematics, 344:259–274.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation High dimensional in- tegration of kinks and jumps—smoothing by preintegration.Journal of Computational and Applied Mathematics, 344:259–274

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.290571Z

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 f3195732-7efd-4caa-b3c2-fd91cfbf58d9 · outbound

This paper cites Monte Carlo complexity of global solution of integral equations.Journal of complexity, 14(2):151–175.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Monte Carlo complexity of global solution of integral equations.Journal of complexity, 14(2):151–175

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.298989Z

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 602a20ec-9621-4068-9e54-a3bbade3089a · outbound

This paper cites Kernel smoothing for nested estimation with application to portfolio risk measurement.Operations Research, 65(3):657–673.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Kernel smoothing for nested estimation with application to portfolio risk measurement.Operations Research, 65(3):657–673

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.254584Z

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 b5bd556d-fdce-4a5d-8be4-b4aa247cc883 · outbound

This paper cites Pearson Education India.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Pearson Education India

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.294619Z

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 9f16c196-66cb-4427-9892-eb6db83c953f · outbound

This paper cites Recent advances in randomized quasi-Monte Carlo methods.Modeling uncertainty: An examination of stochastic theory, methods, and applica- tions, pages 419–474.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Recent advances in randomized quasi-Monte Carlo methods.Modeling uncertainty: An examination of stochastic theory, methods, and applica- tions, pages 419–474

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.267520Z

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 73393508-aa3e-4f78-81ad-9f2f3711db39 · outbound

This paper cites SIAM.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation SIAM

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.263067Z

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 4926509b-4ba0-4f75-9ae7-590afd8dac17 · outbound

This paper cites Randomly permuted (t, m, s)-nets and (t, s)-sequences.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Randomly permuted (t, m, s)-nets and (t, s)-sequences

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.308808Z

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 013ea8d7-5deb-4c42-a7aa-6b5276c70930 · outbound

This paper cites Practical Quasi-Monte Carlo integration.URL https://artowen.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Practical Quasi-Monte Carlo integration.URL https://artowen

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.272001Z

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 26ae2f17-2306-4f54-bc9e-f094656dd90e · outbound

This paper cites Efficient risk estimation via nested mul- tilevel quasi-Monte Carlo simulation.Journal of Computational and Applied Mathematics, 443:115745.

Nested Multilevel Monte Carlo with Preintegration for Efficient Risk Estimation Efficient risk estimation via nested mul- tilevel quasi-Monte Carlo simulation.Journal of Computational and Applied Mathematics, 443:115745

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-05-14T03:30:38.258931Z

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.