Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T13:22:21.738651Z
Paper Citation Record · LEDGER
Risk-neutral option pricing under GARCH intensity model
As of 16 August 2026, this Paper Citation Record lists 14 of 14 outbound references and 0 inbound Pith citation observations for arXiv:1908.05405.
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
14 of 14 outbound references displayed
- verified exact0
- verified fuzzy7
- unresolved7
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 2c8a35c0-abf1-47db-941c-1f777e317c8d · outbound
This paper cites E., and Jean-Michel Zakoian.
Risk-neutral option pricing under GARCH intensity model E., and Jean-Michel Zakoian
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:22:21.977064Z
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 abc5c245-9227-4eca-9420-f599f7303c90 · outbound
This paper cites an unresolved cited work.
Risk-neutral option pricing under GARCH intensity model Unresolved cited work
Reference 2
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:22:21.963277Z
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 35053909-f122-4dcf-bf9e-8518968d33dc · outbound
This paper cites an unresolved cited work.
Risk-neutral option pricing under GARCH intensity model Unresolved cited work
Reference 3
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:22:21.949443Z
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 feeedf99-c50e-499b-aca5-b6c34c8ec92d · outbound
This paper cites an unresolved cited work.
Risk-neutral option pricing under GARCH intensity model Unresolved cited work
Reference 4
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:22:21.936881Z
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 c1006a2d-444d-4f05-8366-0721d910da26 · outbound
This paper cites H., and Kyungsub Lee.2014.
Risk-neutral option pricing under GARCH intensity model H., and Kyungsub Lee.2014
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:22:21.922379Z
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 1bc83731-d734-4810-8ab0-826ee60711d7 · outbound
This paper cites an unresolved cited work.
Risk-neutral option pricing under GARCH intensity model Unresolved cited work
Reference 6
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:22:21.908549Z
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 835dee97-bddd-4b26-9ce0-0d015f4c0c31 · outbound
This paper cites J., and P.
Risk-neutral option pricing under GARCH intensity model J., and P
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:22:21.893238Z
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 04ffef40-edeb-4459-b5c3-413ae09d38dd · outbound
This paper cites R., Ravi Jagannathan, and David E.
Risk-neutral option pricing under GARCH intensity model R., Ravi Jagannathan, and David E
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:22:21.877528Z
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 f06a745c-5aae-4afd-936b-65d9ca0e15a3 · outbound
This paper cites M., and David M.
Risk-neutral option pricing under GARCH intensity model M., and David M
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:22:21.861585Z
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 b0e5977a-9c83-4ff2-8e10-3a452ad11439 · outbound
This paper cites M., and Stanley R.
Risk-neutral option pricing under GARCH intensity model M., and Stanley R
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:22:21.844311Z
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 202fdfeb-0eb1-4536-bd4f-3f6e9962dac4 · outbound
This paper cites an unresolved cited work.
Risk-neutral option pricing under GARCH intensity model Unresolved cited work
Reference 11
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:22:21.828111Z
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 3a63b00b-09cb-4ce8-87bd-43cd9710a1ca · outbound
This paper cites an unresolved cited work.
Risk-neutral option pricing under GARCH intensity model Unresolved cited work
Reference 12
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:22:21.812915Z
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 be9819a9-585f-4d6f-99a0-a02ecd02c7ee · outbound
This paper cites R., and G.
Risk-neutral option pricing under GARCH intensity model R., and G
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:22:21.798297Z
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 ec8202e7-7ca6-426a-aebc-fe23f397e4c6 · outbound
This paper cites an unresolved cited work.
Risk-neutral option pricing under GARCH intensity model Unresolved cited work
Reference 14
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:22:21.780381Z
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.
Pith citing papers
No inbound Pith citation observations are available.