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Paper Citation Record · LEDGER

A Proposal for Multi-asset Generalised Variance Swaps

As of 16 August 2026, this Paper Citation Record lists 13 of 13 outbound references and 0 inbound Pith citation observations for arXiv:1908.03899.

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

pith.paper-citation-record.v1
1908.03899 v1

Coverage vector

measured 13 of 13 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T14:04:32.700942Z

measured 13 of 13 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+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

13 of 13 outbound references displayed

  • verified exact0
  • verified fuzzy9
  • unresolved4
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 8d780d0b-c0a9-4a15-91b1-f3d10cea4aad · outbound

This paper cites an unresolved cited work.

A Proposal for Multi-asset Generalised Variance Swaps Unresolved cited work

Reference 1

Resolution
unresolved
raw_fallback, observed 2026-08-14T14:04:32.908839Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.644916Z digest=sha256:602cf7349229bc9523ef1406cd46f5e4fb1f2019e1d215f3ea4aa67e3afb976f

Observation 71c10321-4cbe-4ae8-9ab1-f2ae72d478a3 · outbound

This paper cites Bossu (2005) Arbitrage Pricing of Equity Correlation Swaps.

A Proposal for Multi-asset Generalised Variance Swaps Bossu (2005) Arbitrage Pricing of Equity Correlation Swaps

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.894834Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.650281Z digest=sha256:cd46cf5f8e82d86acd42635859d7023acb6bc10c2721f7f55e33ea2d2620ee72

Observation c7fc4148-e3d4-439f-ba5d-cb1aa15db4c8 · outbound

This paper cites Bossu (2007) A New Approach For Modelling and Pricing Correlation Swaps.

A Proposal for Multi-asset Generalised Variance Swaps Bossu (2007) A New Approach For Modelling and Pricing Correlation Swaps

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.880527Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.654821Z digest=sha256:3d184f8e71fc9b2fb0635fd52c59c1f3b1559af36e954c2da6d85e828d9777c9

Observation dadf0e8c-c0ca-4241-9a2d-b36c939522c5 · outbound

This paper cites Broadie & A.

A Proposal for Multi-asset Generalised Variance Swaps Broadie & A

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.866101Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.659613Z digest=sha256:473254b08521c808664870a2551e30a8b9c425fb3bbc0238c8ac6e1b4fa52e62

Observation a3e03b55-b37e-4a17-91f7-4e7fa0752110 · outbound

This paper cites Broadie & A.

A Proposal for Multi-asset Generalised Variance Swaps Broadie & A

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.852133Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.664205Z digest=sha256:4c359298dc9e588c923bda45743137ae7ca98c3049b5a7b277c9a2dfed1977d5

Observation c5810169-5d6a-4d79-a869-419c74daa109 · outbound

This paper cites an unresolved cited work.

A Proposal for Multi-asset Generalised Variance Swaps Unresolved cited work

Reference 6

Resolution
unresolved
raw_fallback, observed 2026-08-14T14:04:32.836836Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.669184Z digest=sha256:f1b10c9059ff61829aaeeb730d77ce5dc38b808f2310f9427e840e3b5bbba50d

Observation dd0f2a37-4247-4fea-a1e1-5508d27c73d1 · outbound

This paper cites Carr & R.

A Proposal for Multi-asset Generalised Variance Swaps Carr & R

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.822905Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.674123Z digest=sha256:4c620c2e6ad7fae0b90bbba6dbcb1b542d5569c1e8d40a8992a32590a217b3db

Observation 5384bd16-d69d-4414-9fc4-6a2a056204c4 · outbound

This paper cites Elliott & A.

A Proposal for Multi-asset Generalised Variance Swaps Elliott & A

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.808953Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.678396Z digest=sha256:efe021d18e8367e18a44fcaae691c9e6ee96eecb62ac32039ff587afc4c2ce05

Observation 2a59480e-f9d8-4948-b503-587334686aef · outbound

This paper cites Da Fonseca, F.

A Proposal for Multi-asset Generalised Variance Swaps Da Fonseca, F

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.794505Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.682810Z digest=sha256:ea9291c71dc622a7284bedf51709304c10798f1e70256ead671ef732674597bd

Observation 5057cb11-7780-4cbf-b580-ee96a6f54501 · outbound

This paper cites Golub & Urs von Matt (1991) A Constrained Eigenvalue Problem, Numerical Linear Algebra , Digital Signal Processing and Parallel Algorithms, Vol 70, 677-686.

A Proposal for Multi-asset Generalised Variance Swaps Golub & Urs von Matt (1991) A Constrained Eigenvalue Problem, Numerical Linear Algebra , Digital Signal Processing and Parallel Algorithms, Vol 70, 677-686

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.780872Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.687128Z digest=sha256:56346e4f9e46a481db895dbb745f635ed4ec390327b284104dd8bf04953bb418

Observation b4bdb867-4c38-4528-a3ed-4d26b32d7ecb · outbound

This paper cites an unresolved cited work.

A Proposal for Multi-asset Generalised Variance Swaps Unresolved cited work

Reference 11

Resolution
unresolved
raw_fallback, observed 2026-08-14T14:04:32.765129Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.691804Z digest=sha256:7ed6c3138dde71b3ec213471580671b683054be4ab0d2a317432ce44205569fd

Observation 0fe6877b-0720-4da8-a74c-446fb3cd8f8a · outbound

This paper cites Salvi & A.

A Proposal for Multi-asset Generalised Variance Swaps Salvi & A

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:04:32.750783Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.696554Z digest=sha256:bdd872029921c35ae7d89ab614655b90f0bdc17c2854b5089fc078499a0506de

Observation fcf16081-311a-4007-8560-403808b4a8ee · outbound

This paper cites an unresolved cited work.

A Proposal for Multi-asset Generalised Variance Swaps Unresolved cited work

Reference 13

Resolution
unresolved
raw_fallback, observed 2026-08-14T14:04:32.735863Z

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.

source=arxiv_source observed=2026-08-14T14:04:32.700942Z digest=sha256:837ab66be2906db8e7e18cb042718db2755590a51681291428a7485ea0e7d334

Pith citing papers

No inbound Pith citation observations are available.