Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-12T14:38:37.303295Z
Paper Citation Record · LEDGER
Markov-Functional Models with Local Drift
As of 13 August 2026, this Paper Citation Record lists 25 of 25 outbound references and 0 inbound Pith citation observations for arXiv:2411.15053.
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 2026-08-12T06:34:41.77262+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
25 of 25 outbound references displayed
- verified exact2
- verified fuzzy15
- unresolved8
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 515eeebf-871a-4402-9095-8ea314351aa5 · outbound
This paper cites an unresolved cited work.
Markov-Functional Models with Local Drift Unresolved cited work
Reference 1
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:38:38.945429Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 8473b8ab-1c53-4ea3-8689-9c23d3b1ad45 · outbound
This paper cites and Huge, B., Volatility interpolation, Risk, 2011.
Markov-Functional Models with Local Drift and Huge, B., Volatility interpolation, Risk, 2011
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.850843Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation e57d8f1d-f9cb-4c0f-b4ec-41dd98e40f99 · outbound
This paper cites and Sepp, A., Filling the gaps, Risk, 2011.
Markov-Functional Models with Local Drift and Sepp, A., Filling the gaps, Risk, 2011
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.834953Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 37dd5733-8234-4163-9613-852c7de42558 · outbound
This paper cites From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models.
Markov-Functional Models with Local Drift From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models
Reference 4
- Resolution
- unresolved
- no resolver link, observed 2026-08-12T14:38:36.721557Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation c2a5e1b2-002c-4f29-8113-d5486b7cb3ec · outbound
This paper cites and Samperi, D., Calibrating volatility surfaces via relative-entropy minimization, Applied Mathematical Finance, Vol.
Markov-Functional Models with Local Drift and Samperi, D., Calibrating volatility surfaces via relative-entropy minimization, Applied Mathematical Finance, Vol
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.815970Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 36872ae6-f358-4a77-95ed-ff5ada2a11c4 · outbound
This paper cites and Verma, A., Reconstructing the unknown local volatility function, Journal of Computational Finance, Vol.
Markov-Functional Models with Local Drift and Verma, A., Reconstructing the unknown local volatility function, Journal of Computational Finance, Vol
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.762161Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 5d3f1160-0e8f-492e-ae27-33699767e7c3 · outbound
This paper cites an unresolved cited work.
Markov-Functional Models with Local Drift Unresolved cited work
Reference 7
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:38:38.719008Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 709fcd8f-9471-4996-8952-f0fbf9f73429 · outbound
This paper cites and Kani, I., Riding on a smile, Risk, Vol.
Markov-Functional Models with Local Drift and Kani, I., Riding on a smile, Risk, Vol
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.700643Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 7e29b47c-8f0f-433a-a89f-28e9dadef480 · outbound
This paper cites F., Skorokhod imbedding via stochastic integrals, S\' e minaire de Probabilit\' e s de Strasbourg , Vol.
Markov-Functional Models with Local Drift F., Skorokhod imbedding via stochastic integrals, S\' e minaire de Probabilit\' e s de Strasbourg , Vol
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.590270Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation f0eb1c0d-f2f9-47cd-b646-2ce5f7ea9d30 · outbound
This paper cites and Henry-Labord\` e re, P., A new fast local volatility model, Risk, 2022.
Markov-Functional Models with Local Drift and Henry-Labord\` e re, P., A new fast local volatility model, Risk, 2022
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.576556Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 3cb1434f-ef98-4846-b8cb-0b6e8b6f30bc · outbound
This paper cites V., On the relation between differential operators of second order and the solutions of stochastic differential equations, Steklov Seminar 1984.
Markov-Functional Models with Local Drift V., On the relation between differential operators of second order and the solutions of stochastic differential equations, Steklov Seminar 1984
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.516915Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 9873f97c-ce0c-4f7c-af49-70f7df6d397f · outbound
This paper cites 71, 1986.
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.443232Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation f21bc807-60d9-4548-bfbe-e78ecb4e99c8 · outbound
This paper cites and Shreve, S., Mimicking an It\^ o process by a solution of a stochastic differential equation, The Annals of Applied Probability, Vol.
Markov-Functional Models with Local Drift and Shreve, S., Mimicking an It\^ o process by a solution of a stochastic differential equation, The Annals of Applied Probability, Vol
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.404907Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 9f5fff2c-8eb2-404b-941f-15f5ffd069f5 · outbound
This paper cites an unresolved cited work.
Markov-Functional Models with Local Drift Unresolved cited work
Reference 14
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:38:38.315685Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 1861748f-db8e-4c9e-805d-6f0a1221ebfa · outbound
This paper cites G., Markov-Komposition und eine Anwendung auf Martingale, Mathematische Annalen, Vol.
Markov-Functional Models with Local Drift G., Markov-Komposition und eine Anwendung auf Martingale, Mathematische Annalen, Vol
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:38.178219Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 36773a4b-a320-4e49-8b70-bb46f7aa0f88 · outbound
This paper cites A regularized Kellerer theorem in arbitrary dimension.
Markov-Functional Models with Local Drift A regularized Kellerer theorem in arbitrary dimension
Reference 16
- Resolution
- verified exact
- local_arxiv, observed 2026-08-12T14:38:37.658220Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 89ec6362-43af-4b6f-8e23-fc40a3c21959 · outbound
This paper cites an unresolved cited work.
Markov-Functional Models with Local Drift Unresolved cited work
Reference 17
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:38:38.007241Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation d594f5b6-4f40-4f25-b552-abd02f16d6f9 · outbound
This paper cites an unresolved cited work.
Markov-Functional Models with Local Drift Unresolved cited work
Reference 18
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:38:37.983953Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation d6cbf388-5c15-4a39-b221-c1f37559f6b9 · outbound
This paper cites LXIX, No.
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:37.733243Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation fd885931-274a-4348-8d4b-3e27e73ca11b · outbound
This paper cites o ck, M., Huesmann, M. and K\.
Markov-Functional Models with Local Drift o ck, M., Huesmann, M. and K\
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:37.718566Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 8c2e710b-0eee-4377-b4f2-e2b17567f01a · outbound
This paper cites Calibration of the Bass Local Volatility model.
Markov-Functional Models with Local Drift Calibration of the Bass Local Volatility model
Reference 21
- Resolution
- unresolved
- no resolver link, observed 2026-08-12T14:38:37.278720Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation d3a4a882-41cb-4c02-bd11-d84ebff4776c · outbound
This paper cites and Ob \'oj, J., The measure preserving martingale Sinkhorn algorithm, Preprint, arXiv:2310.1379, 2023.
Markov-Functional Models with Local Drift and Ob \'oj, J., The measure preserving martingale Sinkhorn algorithm, Preprint, arXiv:2310.1379, 2023
Reference 22
- Resolution
- verified exact
- raw_fallback, observed 2026-08-12T14:38:37.592401Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation e3caf8b3-cf98-43bb-886c-ed08113b8877 · outbound
This paper cites and Florent, I., Computing the Implied volatility in stochastic volatility models, Communications on Pure and Applied Mathematics, Vol.
Markov-Functional Models with Local Drift and Florent, I., Computing the Implied volatility in stochastic volatility models, Communications on Pure and Applied Mathematics, Vol
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:37.704344Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation 2623e380-2c10-471f-9695-bfada036d111 · outbound
This paper cites Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants.
Markov-Functional Models with Local Drift Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants
Reference 24
- Resolution
- unresolved
- no resolver link, observed 2026-08-12T14:38:37.298047Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation aa36a168-54ec-4c76-8cea-70df35d24194 · outbound
This paper cites M., Time homogeneous diffusions with a given marginal at a deterministic time, Stochastic Processes and their Applications, Vol.
Markov-Functional Models with Local Drift M., Time homogeneous diffusions with a given marginal at a deterministic time, Stochastic Processes and their Applications, Vol
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:38:37.690516Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Pith citing papers
No inbound Pith citation observations are available.