Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T13:50:35.089990Z
Paper Citation Record · LEDGER
Zero Black-Derman-Toy interest rate model
As of 21 August 2026, this Paper Citation Record lists 15 of 15 outbound references and 0 inbound Pith citation observations for arXiv:1908.04401.
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
15 of 15 outbound references displayed
- verified exact0
- verified fuzzy14
- unresolved0
- parse uncertain0
- malformed identifier1
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation c604fa3b-ce5d-403e-b8d5-4c994dc10fc5 · outbound
This paper cites (1976), The Pricing of Commodity Contracts.
Zero Black-Derman-Toy interest rate model (1976), The Pricing of Commodity Contracts
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.952225Z
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 adab4e46-047c-4175-8562-8dd778db23e6 · outbound
This paper cites & Toy, W.
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.901390Z
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 e90a53c1-8205-449c-ab46-927357545cd5 · outbound
This paper cites N.; Salminen, P.
Zero Black-Derman-Toy interest rate model N.; Salminen, P
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.872802Z
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 aced016e-5109-41e5-9d4c-d5ae9605de6e · outbound
This paper cites (2006), Interest Rate Models Theory and Practice with Smile, Inflation and Credit.
Zero Black-Derman-Toy interest rate model (2006), Interest Rate Models Theory and Practice with Smile, Inflation and Credit
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.825790Z
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 9bec0a72-7ba8-42c6-90f9-dbfe4bf8fb78 · outbound
This paper cites & Ross S.
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.747230Z
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 138493b7-5bac-4a91-b37c-13c937821488 · outbound
This paper cites (1999), Modeling Term Structure of Defaultable Bonds.Review of Financial Studies, V ol 12, pp 687-720.
Zero Black-Derman-Toy interest rate model (1999), Modeling Term Structure of Defaultable Bonds.Review of Financial Studies, V ol 12, pp 687-720
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.688517Z
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 3df9c366-0db3-4e79-8edb-b9b72286df8b · outbound
This paper cites & Grbac, Z.
Zero Black-Derman-Toy interest rate model & Grbac, Z
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.631517Z
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 bb8f467a-8898-47e8-8cbc-094c49da1bbe · outbound
This paper cites (2009), Term Structure Models.Springer Finance.
Zero Black-Derman-Toy interest rate model (2009), Term Structure Models.Springer Finance
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.576239Z
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 a475f1f3-1cef-4709-833a-b32c3dbe97db · outbound
This paper cites (2009) Technical Note No.
Zero Black-Derman-Toy interest rate model (2009) Technical Note No
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.532745Z
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 a1e9fd05-d4bd-46a4-bdd4-4fadb571286e · outbound
This paper cites (2006), On the Constructions of the Skew Brownian Motion.
Zero Black-Derman-Toy interest rate model (2006), On the Constructions of the Skew Brownian Motion
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.490730Z
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 98ddf45c-a6a4-4f63-98cb-a8ff0173079f · outbound
This paper cites (2016), Option Valuation under Stochastic Volatility II.Finance Press, Newport Beach, California, USA.
Zero Black-Derman-Toy interest rate model (2016), Option Valuation under Stochastic Volatility II.Finance Press, Newport Beach, California, USA
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.451631Z
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 d97a5699-5366-4509-91fb-6eb60dfb3114 · outbound
This paper cites (2018), An Overview of Post-crisis Term Structure Models.New Methods in Fixed Income Modeling, Springer, pp 85-97.
Zero Black-Derman-Toy interest rate model (2018), An Overview of Post-crisis Term Structure Models.New Methods in Fixed Income Modeling, Springer, pp 85-97
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.393787Z
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 e2a3503f-9621-49f2-baea-d6b3363c69d1 · outbound
This paper cites (2006), Derivatives Markets.
Zero Black-Derman-Toy interest rate model (2006), Derivatives Markets
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.350809Z
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 666ee808-6542-4a2f-9545-44af8a84b5c1 · outbound
This paper cites (2018), Skew CIR Process, Conditional Characteristic Function, Moments and Bond Pricing.
Zero Black-Derman-Toy interest rate model (2018), Skew CIR Process, Conditional Characteristic Function, Moments and Bond Pricing
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:50:35.301571Z
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 2c58ed24-4396-4567-b532-a071193ab066 · outbound
This paper cites an unresolved cited work.
Zero Black-Derman-Toy interest rate model Unresolved cited work
Reference 15
- Resolution
- malformed identifier
- raw_fallback, observed 2026-08-14T13:50:35.241445Z
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.