Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-07-01T04:44:30.144761Z
Paper Citation Record · LEDGER
Efficient Computation Of Sensitivities For Derivatives In Energy Markets
As of 20 August 2026, this Paper Citation Record lists 27 of 27 outbound references and 0 inbound Pith citation observations for arXiv:2606.31220.
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 2026-08-20T06:33:59.587034+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
27 of 27 outbound references displayed
- verified exact0
- verified fuzzy26
- unresolved1
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- malformed identifier0
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External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 7e5a3b6e-cdd7-441a-a110-a6473adc1826 · outbound
This paper cites Approximations of small jumps of L´ evy processes with a view towards simulation.Journal of Applied Probability, 38(2):482–493, 2001.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Approximations of small jumps of L´ evy processes with a view towards simulation.Journal of Applied Probability, 38(2):482–493, 2001
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.410055Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 3e015c05-7994-46de-aa18-8910950d560e · outbound
This paper cites Normal inverse Gaussian distributions and stochastic volatility modelling.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Normal inverse Gaussian distributions and stochastic volatility modelling
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.407386Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation ab009a44-236a-4794-8986-f0f92ac2dc2c · outbound
This paper cites Benth and P.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Benth and P
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.405048Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 7dcd6911-86ce-4bf6-87da-48453586e0d6 · outbound
This paper cites Pricing and hedging quanto options in energy markets.Journal of Energy Markets, 8(1):—, 2015.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Pricing and hedging quanto options in energy markets.Journal of Energy Markets, 8(1):—, 2015
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.403079Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 99785aee-10fc-4b8c-b988-81199e52aca1 · outbound
This paper cites Robustness of option prices and their deltas in markets modelled by jump-diffusions.Communications on Stochastic Analysis, 5(2):285–307, 2011.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Robustness of option prices and their deltas in markets modelled by jump-diffusions.Communications on Stochastic Analysis, 5(2):285–307, 2011
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.389264Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 51d8c73a-f7c0-4718-9a05-78bf2730832f · outbound
This paper cites Computation of greeks in multifactor models with applications to power and commodity markets.Journal of Energy Markets, 5(4):3–31, 2012.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Computation of greeks in multifactor models with applications to power and commodity markets.Journal of Energy Markets, 5(4):3–31, 2012
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.398774Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 8701f4a7-13ed-453f-a67c-106ea9234e17 · outbound
This paper cites A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures.Applied Mathematical Finance, 25(1):36–65, 2018.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures.Applied Mathematical Finance, 25(1):36–65, 2018
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.379337Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation f5d56a04-20a6-4def-b448-afadaabcb1fc · outbound
This paper cites World Scientific, 2012.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets World Scientific, 2012
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.420196Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 936f8bfc-a625-4dcb-86d9-8ee077175681 · outbound
This paper cites Brockwell.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Brockwell
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.374870Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 1e2b5529-db70-4919-863c-4f8cf2c98805 · outbound
This paper cites Ten things you should know about the dynamic conditional correlation representation.Econometrics, 1(1):115–126, 2013.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Ten things you should know about the dynamic conditional correlation representation.Econometrics, 1(1):115–126, 2013
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.423012Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 208d6010-8f05-4946-82e6-02b2597ba0ff · outbound
This paper cites Weather derivatives grow as risks intensify.OpenMarkets, 2024.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Weather derivatives grow as risks intensify.OpenMarkets, 2024
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.371272Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 53b31fe5-5278-4487-8228-b64cfa9e34d1 · outbound
This paper cites On orthogonal polynomials and the Malliavin derivative for L´ evy stochastic measures.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets On orthogonal polynomials and the Malliavin derivative for L´ evy stochastic measures
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.373072Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation a9700774-e12d-469c-b45a-427ea5188e47 · outbound
This paper cites Stochastic integrals and adjoint derivatives.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Stochastic integrals and adjoint derivatives
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.383559Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation a91ca0c0-796b-4d05-bac0-2db4466a9543 · outbound
This paper cites an unresolved cited work.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Unresolved cited work
Reference 14
- Resolution
- unresolved
- raw_fallback, observed 2026-07-06T23:23:03.376971Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 689f3a2f-47f0-4555-aba7-54c4c0a551c7 · outbound
This paper cites Engle, Chowdhury Mustafa, and John Rice.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Engle, Chowdhury Mustafa, and John Rice
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.385519Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 62a9a1a0-ac2a-4c81-8ace-e0e665b89909 · outbound
This paper cites Applications of Malliavin calculus to Monte-Carlo methods in finance.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Applications of Malliavin calculus to Monte-Carlo methods in finance
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.392785Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 54638815-7640-4cdb-b545-eacdd602f64d · outbound
This paper cites Springer, 2003.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Springer, 2003
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.411689Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation eb5e9290-1c17-4f46-a80a-f75c4500789a · outbound
This paper cites El- sevier, 2014.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets El- sevier, 2014
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.427718Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 829bf285-6245-40c9-ace2-d1fbe8550806 · outbound
This paper cites Spectral type of the shift transformation of differential processes with stationary increments.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Spectral type of the shift transformation of differential processes with stationary increments
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.387391Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 94f5bc21-3fe1-4ad2-b390-56bd938b5ddf · outbound
This paper cites Universitext.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Universitext
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.390955Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 0b88bad7-317d-4856-b840-7c27f2252578 · outbound
This paper cites Lucia and Eduardo S.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Lucia and Eduardo S
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.394479Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 612d4f15-146f-4f23-b245-87eca376a431 · outbound
This paper cites IMS Textbooks.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets IMS Textbooks
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.425896Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 9552040f-9a55-4f3b-b5d3-5851feccdba7 · outbound
This paper cites Extreme weather ignites$25b industry.Governing Magazine, 2024.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Extreme weather ignites$25b industry.Governing Magazine, 2024
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.429551Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 07e43540-f4c2-4a42-9016-8b9588b376d5 · outbound
This paper cites The normal inverse Gaussian l´ evy process: simulation and approximation.Com- munications in statistics.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets The normal inverse Gaussian l´ evy process: simulation and approximation.Com- munications in statistics
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.418538Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation d7648ecb-e6ad-4b77-b5b2-c16fc5c51402 · outbound
This paper cites L´ evy Processes and Infinitely Divisible Distributions.Cambridge Studies in Advanced Mathematics, 68, 1999.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets L´ evy Processes and Infinitely Divisible Distributions.Cambridge Studies in Advanced Mathematics, 68, 1999
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.413423Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation da02060f-016f-4a28-8fb8-86004936407b · outbound
This paper cites Canonical L´ evy process and Malliavin calculus.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Canonical L´ evy process and Malliavin calculus
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.415152Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation cf14b99f-c61e-492a-ae40-e6ffdc84138e · outbound
This paper cites Timmer and Peter J.
Efficient Computation Of Sensitivities For Derivatives In Energy Markets Timmer and Peter J
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-06T23:23:03.416778Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Pith citing papers
No inbound Pith citation observations are available.