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.

pith.paper-citation-record.v1
2411.15053 v1

Coverage vector

measured 25 of 25 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-12T14:38:37.303295Z

measured 25 of 25 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-13T06:32:02.005865+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

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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+00:00.

Observation 9873f97c-ce0c-4f7c-af49-70f7df6d397f · outbound

This paper cites 71, 1986.

Markov-Functional Models with Local Drift 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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+00:00.

Observation d6cbf388-5c15-4a39-b221-c1f37559f6b9 · outbound

This paper cites LXIX, No.

Markov-Functional Models with Local Drift 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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+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 2026-08-13T06:32:02.005865+00:00.

Pith citing papers

No inbound Pith citation observations are available.