Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Volatility models in practice: Rough, Path-dependent or Markovian?
As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2401.03345.
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 2026-08-17T06:30:58.91139+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-16T05:50:09.674454Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-06T21:49:04.723574Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
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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 65c56166-5368-41ca-9522-86a3676b31e7 · inbound
Correct implied volatility shapes and reliable pricing in the rough Heston model cites this paper.
Correct implied volatility shapes and reliable pricing in the rough Heston model Volatility models in practice: Rough, Path-dependent or Markovian?
Reference 36
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.655806Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 0e77d239-9c4a-43f6-929c-f7b2039a581a · inbound
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian cites this paper.
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Volatility models in practice: Rough, Path-dependent or Markovian?
Reference 6
- Resolution
- unresolved
- no resolver link, observed 2026-08-16T05:50:09.674454Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 74a5a78d-6a65-4ba8-9ba8-685a65481733 · inbound
Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation cites this paper.
Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation Volatility models in practice: Rough, Path-dependent or Markovian?
Reference 16
- Resolution
- verified exact
- local_arxiv, observed 2026-08-06T21:49:04.777991Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.