Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-07-08T09:15:01.247857Z
Paper Citation Record · LEDGER
Entropic Dynamics of Jump-Diffusion Option Pricing
As of 17 August 2026, this Paper Citation Record lists 52 of 52 outbound references and 0 inbound Pith citation observations for arXiv:2607.06355.
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 2026-08-16T06:30:59.297886+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
52 of 52 outbound references displayed
- verified exact30
- verified fuzzy9
- unresolved2
- parse uncertain0
- malformed identifier1
- metadata mismatch10
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 258ce239-289f-48e3-9d8e-b13b30af12e4 · outbound
This paper cites Entropic Inference.AIP Conf.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Inference.AIP Conf
Reference 1
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.433475Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ef60cc61-5809-443d-b475-e44a21329b61 · outbound
This paper cites https://doi.org/10.1093/ajae/aay085.
Entropic Dynamics of Jump-Diffusion Option Pricing https://doi.org/10.1093/ajae/aay085
Reference 2
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.428034Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f5b08acb-3f0f-4853-aea4-0923060b2843 · outbound
This paper cites an unresolved cited work.
Entropic Dynamics of Jump-Diffusion Option Pricing Unresolved cited work
Reference 3
- Resolution
- unresolved
- raw_fallback, observed 2026-07-08T09:24:49.245530Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 86df8a86-b244-46b3-aaa7-2f48ba2c6c58 · outbound
This paper cites Entropic Time.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Time
Reference 4
- Resolution
- verified exact
- local_arxiv, observed 2026-07-08T09:24:48.477013Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a3d72dc4-9c37-4e41-ae64-aed040e83c90 · outbound
This paper cites Entropic Dynamics: Mechanics without Mechanism.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Dynamics: Mechanics without Mechanism
Reference 5
- Resolution
- verified exact
- local_arxiv, observed 2026-07-08T09:24:48.491517Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ad90315e-3794-46cc-995c-c199ea40c1eb · outbound
This paper cites Entropic Dynamics on Curved Spaces.AIP Conf.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Dynamics on Curved Spaces.AIP Conf
Reference 6
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.421322Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8656b0e0-bbe8-4db8-9b8f-cef8736e8cb6 · outbound
This paper cites Trading drift and fluctuations in entropic dynamics: quantum dynamics as an emergent universality class.J.
Entropic Dynamics of Jump-Diffusion Option Pricing Trading drift and fluctuations in entropic dynamics: quantum dynamics as an emergent universality class.J
Reference 7
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.410358Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c29b61cc-b3af-412e-b36f-38cea0df71db · outbound
This paper cites A Covariant Approach to Entropic Dynamics.AIP Conf.
Entropic Dynamics of Jump-Diffusion Option Pricing A Covariant Approach to Entropic Dynamics.AIP Conf
Reference 8
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.385510Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 698738c7-d0a7-4c28-bfa2-99376bcd8345 · outbound
This paper cites Entropic Dynamics: Reconstructing Quantum Field Theory in Curved Space-time.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Dynamics: Reconstructing Quantum Field Theory in Curved Space-time
Reference 10
- Resolution
- verified exact
- local_arxiv, observed 2026-07-08T09:24:48.479695Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5e63ab49-e5ab-46a9-a655-1d9bb7d5a103 · outbound
This paper cites Exact renormalization groups as a form of entropic dynamics.
Entropic Dynamics of Jump-Diffusion Option Pricing Exact renormalization groups as a form of entropic dynamics
Reference 11
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.387557Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 78ed83f3-d8da-42be-b761-d81c106f92b1 · outbound
This paper cites Th´ eorie de la sp´ eculation.Ann.
Entropic Dynamics of Jump-Diffusion Option Pricing Th´ eorie de la sp´ eculation.Ann
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.223089Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5fe36662-cb6f-4af5-a557-05f77c7d8026 · outbound
This paper cites ¨Uber die von der molekularkinetischen Theorie der W¨ arme geforderte Bewegung von in ruhenden Fl¨ ussigkeiten suspendierten Teilchen.Ann.
Entropic Dynamics of Jump-Diffusion Option Pricing ¨Uber die von der molekularkinetischen Theorie der W¨ arme geforderte Bewegung von in ruhenden Fl¨ ussigkeiten suspendierten Teilchen.Ann
Reference 13
- Resolution
- malformed identifier
- raw_fallback, observed 2026-07-08T09:24:49.231715Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 52a86149-67a5-4db0-be39-4e5aa8b09e2b · outbound
This paper cites Proof That Properly Anticipated Prices Fluctuate Randomly.
Entropic Dynamics of Jump-Diffusion Option Pricing Proof That Properly Anticipated Prices Fluctuate Randomly
Reference 14
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.415928Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b46d01f0-d3cd-4eea-b6d6-dceb2a054d8e · outbound
This paper cites The behavior of stock-market prices.J.
Entropic Dynamics of Jump-Diffusion Option Pricing The behavior of stock-market prices.J
Reference 15
- Resolution
- verified exact
- arxiv_id, observed 2026-07-08T09:24:48.485576Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c2024cb3-af3f-46cd-a896-9d36cf9144f1 · outbound
This paper cites APACrefauthors \ 2001.
Entropic Dynamics of Jump-Diffusion Option Pricing APACrefauthors \ 2001
Reference 16
- Resolution
- metadata mismatch
- doi, observed 2026-07-08T09:24:48.419495Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 49279e02-2fcb-4546-966a-5f421f39d233 · outbound
This paper cites Disentangling diffusion from jumps.J.
Entropic Dynamics of Jump-Diffusion Option Pricing Disentangling diffusion from jumps.J
Reference 17
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.423066Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f8b2c779-c5eb-4875-b8cf-c4732799d8bf · outbound
This paper cites The valuation of option contracts and a test of market efficiency.J.
Entropic Dynamics of Jump-Diffusion Option Pricing The valuation of option contracts and a test of market efficiency.J
Reference 18
- Resolution
- verified exact
- arxiv_id, observed 2026-07-08T09:24:48.482480Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 89d31420-50c9-4ded-929a-3175cea459b4 · outbound
This paper cites & Scholes, M.
Entropic Dynamics of Jump-Diffusion Option Pricing & Scholes, M
Reference 19
- Resolution
- metadata mismatch
- doi, observed 2026-07-08T09:24:48.374807Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9b005cd8-ab8c-40f7-b278-d44e38aec0e4 · outbound
This paper cites Theory of Rational Option Pricing.Bell J.
Entropic Dynamics of Jump-Diffusion Option Pricing Theory of Rational Option Pricing.Bell J
Reference 20
- Resolution
- verified exact
- arxiv_id, observed 2026-07-08T09:24:48.488435Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e79b1b16-0af7-4afd-984f-15786f628d92 · outbound
This paper cites Alan Brace, Dariusz Gatarek, and Marek Musiela.
Entropic Dynamics of Jump-Diffusion Option Pricing Alan Brace, Dariusz Gatarek, and Marek Musiela
Reference 21
- Resolution
- metadata mismatch
- doi, observed 2026-07-08T09:24:48.406284Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a354b66e-5f40-44e8-ba6b-62a0f4b423b8 · outbound
This paper cites A jump-diffusion model for option pricing.Manag.
Entropic Dynamics of Jump-Diffusion Option Pricing A jump-diffusion model for option pricing.Manag
Reference 22
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.417653Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f40dd1d9-c98e-4636-9e17-57cf01f72ae6 · outbound
This paper cites The valuation of options for alternative stochastic processes.
Entropic Dynamics of Jump-Diffusion Option Pricing The valuation of options for alternative stochastic processes
Reference 23
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.444842Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 608270e2-41bf-4044-8161-6f534c524363 · outbound
This paper cites Option pricing with random volatilities in complete markets.Rev.
Entropic Dynamics of Jump-Diffusion Option Pricing Option pricing with random volatilities in complete markets.Rev
Reference 24
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.440748Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f3e80c0a-f44a-4f74-9120-0ace9ee7f7a2 · outbound
This paper cites A closed-form solution for options with stochastic volatility with applications to bond and currency options.Rev.
Entropic Dynamics of Jump-Diffusion Option Pricing A closed-form solution for options with stochastic volatility with applications to bond and currency options.Rev
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.239941Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d64826c0-58cc-4c73-8543-94e9fce71d66 · outbound
This paper cites Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options.Rev.
Entropic Dynamics of Jump-Diffusion Option Pricing Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options.Rev
Reference 26
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.408233Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 30affdff-c6fa-4690-8168-90fec9c78fdf · outbound
This paper cites Pricing with a smile.Risk1994,7, 18–20.
Entropic Dynamics of Jump-Diffusion Option Pricing Pricing with a smile.Risk1994,7, 18–20
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.243823Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ae0b6ec8-b33b-4119-9e5a-3d258f532b11 · outbound
This paper cites The pricing of options on assets with stochastic volatilities.J.
Entropic Dynamics of Jump-Diffusion Option Pricing The pricing of options on assets with stochastic volatilities.J
Reference 28
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.238144Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation adaba2c8-16f1-40fc-8113-46a27d4de8ef · outbound
This paper cites Option Values under Stochastic Volatilities.J.
Entropic Dynamics of Jump-Diffusion Option Pricing Option Values under Stochastic Volatilities.J
Reference 29
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.412192Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7f496062-dcc6-456c-aad8-057041e72975 · outbound
This paper cites Pricing options under generalized GARCH and stochastic volatility processes.J.
Entropic Dynamics of Jump-Diffusion Option Pricing Pricing options under generalized GARCH and stochastic volatility processes.J
Reference 30
- Resolution
- verified exact
- arxiv_id, observed 2026-07-08T09:24:48.372356Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bc164605-0017-45b7-b061-6a8c15a3216d · outbound
This paper cites Option valuation with conditional skew- ness.J.
Entropic Dynamics of Jump-Diffusion Option Pricing Option valuation with conditional skew- ness.J
Reference 31
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.438949Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8acf0b3c-2e6e-44ce-ba52-c30b8a954ff4 · outbound
This paper cites Stochastic volatility jump-diffusion model for option pricing.J.
Entropic Dynamics of Jump-Diffusion Option Pricing Stochastic volatility jump-diffusion model for option pricing.J
Reference 32
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.233440Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bbf6a13a-eba1-485f-8145-07906e50512f · outbound
This paper cites European option pricing for a stochastic volatility levy model.J.
Entropic Dynamics of Jump-Diffusion Option Pricing European option pricing for a stochastic volatility levy model.J
Reference 33
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.236365Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 97b958ce-0135-46e5-8343-db6300be53e3 · outbound
This paper cites Quantitative Finance , volume =.
Entropic Dynamics of Jump-Diffusion Option Pricing Quantitative Finance , volume =
Reference 34
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:24:48.436830Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 71dcaf84-5571-426d-9ef0-853e3fdf859d · outbound
This paper cites Volatility is (mostly) path-dependent.Quant.
Entropic Dynamics of Jump-Diffusion Option Pricing Volatility is (mostly) path-dependent.Quant
Reference 35
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:24:48.430947Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 95e54a5f-a3da-411f-ab16-8ac5d02c2573 · outbound
This paper cites Gitman, I., Lang, H., Zhang, P., and Xiao, L.Understanding the role of momentum in stochastic gradient methods.
Entropic Dynamics of Jump-Diffusion Option Pricing Gitman, I., Lang, H., Zhang, P., and Xiao, L.Understanding the role of momentum in stochastic gradient methods
Reference 36
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:24:48.426309Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b456144a-05a9-485e-81d6-eab9f711a40c · outbound
This paper cites Entropic Updating of Probabilities and Density Matrices.Entropy 2017,19, 664.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Updating of Probabilities and Density Matrices.Entropy 2017,19, 664
Reference 37
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.247276Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 77be8222-32f9-45d0-9518-f570a23bce8e · outbound
This paper cites doi:10.1103/physrev.106.620 , url =.
Entropic Dynamics of Jump-Diffusion Option Pricing doi:10.1103/physrev.106.620 , url =
Reference 38
- Resolution
- metadata mismatch
- doi, observed 2026-07-08T09:24:48.442946Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 46caaf79-6f17-436a-a1fb-380f4800db29 · outbound
This paper cites doi:10.1103/physrev.108.171 , url =.
Entropic Dynamics of Jump-Diffusion Option Pricing doi:10.1103/physrev.108.171 , url =
Reference 39
- Resolution
- metadata mismatch
- doi, observed 2026-07-08T09:24:48.377191Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 00a5b68e-7d97-4173-b26d-e7533248498c · outbound
This paper cites Gibbs vs boltzmann entropies.
Entropic Dynamics of Jump-Diffusion Option Pricing Gibbs vs boltzmann entropies
Reference 40
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.401383Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b05a9b61-c231-47a3-85cb-c793473646eb · outbound
This paper cites Option pricing by Esscher transforms.Trans.
Entropic Dynamics of Jump-Diffusion Option Pricing Option pricing by Esscher transforms.Trans
Reference 41
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.224965Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a2daa335-8776-4705-80f8-5d93b0ecfc07 · outbound
This paper cites Douglas Foster and S.
Entropic Dynamics of Jump-Diffusion Option Pricing Douglas Foster and S
Reference 42
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:24:48.399581Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9af08f33-5770-4129-aa18-061c619bf9a3 · outbound
This paper cites C.; Basu, S.Options, Futures, and Other Derivatives; Pearson Eduction: London, UK, 2018.
Entropic Dynamics of Jump-Diffusion Option Pricing C.; Basu, S.Options, Futures, and Other Derivatives; Pearson Eduction: London, UK, 2018
Reference 43
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:24:49.227078Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d3d4989c-754c-4bba-aa15-b06cb7bca7b7 · outbound
This paper cites Entropic Dynamics of Stocks and European Options.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Dynamics of Stocks and European Options
Reference 44
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.396367Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2de7926e-142a-4346-82cf-ca1886586584 · outbound
This paper cites Entropic Dynamics of Exchange Rates and Options.
Entropic Dynamics of Jump-Diffusion Option Pricing Entropic Dynamics of Exchange Rates and Options
Reference 45
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.383808Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 69772382-af11-4d20-9aae-d76062a07652 · outbound
This paper cites Martingales and arbitrage in multiperiod securities markets.
Entropic Dynamics of Jump-Diffusion Option Pricing Martingales and arbitrage in multiperiod securities markets
Reference 46
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.379361Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c38f960c-4197-4a81-b94e-1560086a9e8d · outbound
This paper cites \ Schachermayer, W.
Entropic Dynamics of Jump-Diffusion Option Pricing \ Schachermayer, W
Reference 47
- Resolution
- metadata mismatch
- doi, observed 2026-07-08T09:24:48.394209Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1eed6932-f4e8-4114-b9b9-21e8f5e6e1ad · outbound
This paper cites an unresolved cited work.
Entropic Dynamics of Jump-Diffusion Option Pricing Unresolved cited work
Reference 48
- Resolution
- unresolved
- raw_fallback, observed 2026-07-08T09:24:49.228795Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 88fd2e6b-64bb-4151-9a43-552aa3bc8a44 · outbound
This paper cites The minimal entropy martingale measure and the valuation problem in incomplete markets.Math.
Entropic Dynamics of Jump-Diffusion Option Pricing The minimal entropy martingale measure and the valuation problem in incomplete markets.Math
Reference 49
- Resolution
- verified exact
- arxiv_id, observed 2026-07-08T09:24:48.404268Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d4b2045f-ab8e-4d55-bbf4-0d826962eb26 · outbound
This paper cites The variance gamma process and option pricing.Eur.
Entropic Dynamics of Jump-Diffusion Option Pricing The variance gamma process and option pricing.Eur
Reference 50
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.414031Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 64c081a8-06cd-4812-b0b3-db50ddffb38a · outbound
This paper cites Normal inverse Gaussian distributions and stochastic volatility modelling.Scand.
Entropic Dynamics of Jump-Diffusion Option Pricing Normal inverse Gaussian distributions and stochastic volatility modelling.Scand
Reference 51
- Resolution
- verified exact
- doi, observed 2026-07-08T09:24:48.392156Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1256363c-1b89-4133-a0f1-7f7b6bf709ee · outbound
This paper cites The fine structure of asset returns: an empirical investigation.J.
Entropic Dynamics of Jump-Diffusion Option Pricing The fine structure of asset returns: an empirical investigation.J
Reference 52
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This paper cites Spectra of some self-exciting and mutually exciting point processes.
Entropic Dynamics of Jump-Diffusion Option Pricing Spectra of some self-exciting and mutually exciting point processes
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