Pith. sign in

Paper Citation Record · LEDGER

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach

As of 16 August 2026, this Paper Citation Record lists 16 of 16 outbound references and 0 inbound Pith citation observations for arXiv:1908.04667.

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

pith.paper-citation-record.v1
1908.04667 v3

Coverage vector

measured 16 of 16 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T13:45:32.283823Z

measured 16 of 16 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

16 of 16 outbound references displayed

  • verified exact0
  • verified fuzzy16
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation edb29141-277f-4b2b-9e7c-e169120c4a11 · outbound

This paper cites Totally positive matrices.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Totally positive matrices

Reference 1

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.518402Z

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=2026-08-14T13:45:32.223462Z digest=sha256:99535f444533ba6da60240cdb775eaaa162a4d1183419283eb8d05cb740d1a5f

Observation ea5d3950-cbdc-4234-8559-7a94fd25f7c6 · outbound

This paper cites Polynomials and polynomial inequalities , volume 161.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Polynomials and polynomial inequalities , volume 161

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.506143Z

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=2026-08-14T13:45:32.228069Z digest=sha256:b2e3f1f6dea760f1caf8b9e98308fb39dad7a5160ab6ce3d3f45cf8badc4a5da

Observation 69c6a498-083b-4365-9e6a-85905bb68174 · outbound

This paper cites Interest rate models-theory and practice: with smile, inflation and credit.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Interest rate models-theory and practice: with smile, inflation and credit

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.493491Z

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=2026-08-14T13:45:32.232076Z digest=sha256:0d1ffc8036820635d5956c5a1f4b9e9fdb5f98510a93fd0ea360fa3abdf6564c

Observation d9331dc9-06a9-4e8e-9b34-0b44650be89e · outbound

This paper cites A theory of the term structure of interest rates.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach A theory of the term structure of interest rates

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.480597Z

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=2026-08-14T13:45:32.236144Z digest=sha256:499ecc43cad5f40f5ec22da0a97460d2387099bdff214ed5720549d592f20fbc

Observation 1ea876d0-f24e-4025-910f-49028c3c6edf · outbound

This paper cites Moderne Finanzmathematik -- Theorie und praktische Anwendung, Band 2.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Moderne Finanzmathematik -- Theorie und praktische Anwendung, Band 2

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.467422Z

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=2026-08-14T13:45:32.239868Z digest=sha256:457d68c9058a1589ec0c9be18db66c4e326626be408e5d4e5bf1d5d5dbefda45

Observation 60173c56-37e9-4908-afa1-a116f44f8309 · outbound

This paper cites Specification analysis of affine term structure models.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Specification analysis of affine term structure models

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.453722Z

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=2026-08-14T13:45:32.243922Z digest=sha256:42e5844ac89171108d6a6d7d7e13a33596e3883fb7151ff630c388edcfd3d505

Observation 5def3c0f-d5a4-409d-ae48-c5c9f87ce112 · outbound

This paper cites Handbook of linear algebra.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Handbook of linear algebra

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.440974Z

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=2026-08-14T13:45:32.248165Z digest=sha256:6d63438b48325ddf65f997beec4e014734058881138e422a4dc61b553b5af8c5

Observation b0eec762-f919-4e98-90a9-382624cd3a70 · outbound

This paper cites Pricing interest-rate-derivative securities.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Pricing interest-rate-derivative securities

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.428150Z

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=2026-08-14T13:45:32.251833Z digest=sha256:c787e9bb5a0ee442838f496e01e077f1b61327dbfc2f2c141f12d804ff3ffb80

Observation eb3ede4f-b1fa-4e34-8230-3fe644e8588d · outbound

This paper cites Total positivity , volume 1.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Total positivity , volume 1

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.415823Z

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=2026-08-14T13:45:32.255638Z digest=sha256:f625ee302750ef4485aa23a50901a784b440b0e5e5288d6f09d9c6750d1904db

Observation 8cf852d3-c0e6-435e-9bbd-d225e0efa466 · outbound

This paper cites Monotonicity and convexity of option prices revisited.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Monotonicity and convexity of option prices revisited

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.402789Z

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=2026-08-14T13:45:32.259121Z digest=sha256:6a0b6e1690d5bc098cbc1b40596f8e514c4d2cfe669f09a8f4fe08e299c47987

Observation 8dbb6fd7-d08b-4d7e-a0b7-571ae74c41c1 · outbound

This paper cites Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.388481Z

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=2026-08-14T13:45:32.263501Z digest=sha256:66a2256093c97d3b075942757758b3e1708c59d7e76e0f6262f45e6b2e955f1d

Observation 9a45027e-d694-4c62-9a04-19f962ffb7c8 · outbound

This paper cites Yield curve shapes and the asymptotic short rate distribution in affine one-factor models.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.374154Z

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=2026-08-14T13:45:32.267876Z digest=sha256:e74bd57f53d87f9c736638a04d70486920eb0a7a9e270943566c238323a44617

Observation ed1b9e33-1896-49e7-98aa-3b24e55fb72c · outbound

This paper cites Tchebycheff systems: with applications in analysis and statistics.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Tchebycheff systems: with applications in analysis and statistics

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.360436Z

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=2026-08-14T13:45:32.271838Z digest=sha256:69b227b7258df17afbe3ca65366164c3cf1bf6f13105f2778608b09ee3630782

Observation d994099b-b940-4a89-8a71-e5f948c23f70 · outbound

This paper cites Level--slope--curvature--fact or artefact? Applied Mathematical Finance , 14(2):105--130, 2007.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Level--slope--curvature--fact or artefact? Applied Mathematical Finance , 14(2):105--130, 2007

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.346505Z

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=2026-08-14T13:45:32.275967Z digest=sha256:91569b0ccf48be412398688416ac2c1b577f74effb0d396d5f168d49bdbaba7d

Observation 505906fd-93b0-4738-a10e-6db0638e077e · outbound

This paper cites Correlation matrices of yields and total positivity.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Correlation matrices of yields and total positivity

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.332798Z

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=2026-08-14T13:45:32.280065Z digest=sha256:1dbc321e0d169633ab538ea11c3a2de75d472f390f70778830d179d4fb40c56d

Observation bde92b91-4e29-4147-a327-712dde41d7d7 · outbound

This paper cites An equilibrium characterization of the term structure.

The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach An equilibrium characterization of the term structure

Reference 16

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:45:32.318427Z

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=2026-08-14T13:45:32.283823Z digest=sha256:160d4faa7a520af230266c330feebdd794e48351d434ed8f121646c3f94ecc4d

Pith citing papers

No inbound Pith citation observations are available.