Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods
As of 13 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1910.04075.
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 2026-08-13T06:32:02.005865+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-12T13:00:57.843879Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-12T13:00:58.636847Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
No outbound reference observations are available for this paper version.
Pith citing papers
Observation ff47726e-a7b2-426c-9b55-7314d1f36bca · inbound
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates cites this paper.
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods
Reference 2019
- Resolution
- verified exact
- local_arxiv, observed 2026-08-12T13:00:58.641194Z
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.