Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Least squares Monte Carlo methods in stochastic Volterra rough volatility models
As of 20 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2105.04511.
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, observed 2026-08-06T18:01:46.115593Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-06T18:01:48.377714Z
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 052ed21b-ec1d-4e8a-bb59-115caed24f39 · inbound
Joint deep calibration of the 4-factor PDV model cites this paper.
Joint deep calibration of the 4-factor PDV model Least squares Monte Carlo methods in stochastic Volterra rough volatility models
Reference 20
- Resolution
- verified exact
- local_arxiv, observed 2026-08-06T18:01:48.449046Z
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.