Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-11T10:53:43.723111Z
Paper Citation Record · LEDGER
Correct implied volatility shapes and reliable pricing in the rough Heston model
As of 17 August 2026, this Paper Citation Record lists 52 of 52 outbound references and 0 inbound Pith citation observations for arXiv:2412.16067.
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
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
52 of 52 outbound references displayed
- verified exact1
- verified fuzzy27
- unresolved23
- parse uncertain0
- malformed identifier0
- metadata mismatch1
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 91bfd62f-7a77-419a-bc3e-9571e2874c5d · outbound
This paper cites Barndorff-Nielsen.
Correct implied volatility shapes and reliable pricing in the rough Heston model Barndorff-Nielsen
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.527733Z
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.
Observation 8e6fa49f-c4c4-4947-b3ee-8b7541e31a7a · outbound
This paper cites Barndorff-Nielsen and S.Z.
Correct implied volatility shapes and reliable pricing in the rough Heston model Barndorff-Nielsen and S.Z
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.513625Z
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.
Observation 25bdbc32-823b-4930-92d2-37d694945dcb · outbound
This paper cites Bayer, P.
Correct implied volatility shapes and reliable pricing in the rough Heston model Bayer, P
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.501136Z
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.
Observation 3b97d802-747b-49e0-8b51-045c3a0de9bc · outbound
This paper cites Berner, P.
Correct implied volatility shapes and reliable pricing in the rough Heston model Berner, P
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.487872Z
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.
Observation e95b05fd-9447-4637-a50f-473a9a252472 · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 5
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.527307Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 6a5e2c97-9aae-4581-b021-b53aa57c0af3 · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.465265Z
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.
Observation a9ebaef6-da96-4ffc-b9a8-16b3c07c3689 · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 7
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.536275Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 54e6752b-20c7-4c58-b227-c35162d848bb · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 8
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.539869Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation f10e9e6e-1ea0-4b6b-a071-1545e1a8d514 · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.435523Z
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.
Observation 4d63e024-649c-4c20-a402-4c6f284e2bbd · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.422891Z
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.
Observation 37e82ee4-ebff-4318-9f3c-57ab48924d2f · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 11
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.550390Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation f5fc8f66-482e-4719-9e1f-e60cc131c314 · outbound
This paper cites Boyarchenko and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model Boyarchenko and S
Reference 12
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.554832Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 804047a1-dc57-40c0-83a8-1609e883bd99 · outbound
This paper cites Static and semi-static hedging as contrarian or conformist bets.
Correct implied volatility shapes and reliable pricing in the rough Heston model Static and semi-static hedging as contrarian or conformist bets
Reference 13
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.558793Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation f1b91a28-6a34-4c74-bb8f-f45fb5c0c0b5 · outbound
This paper cites Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema.
Correct implied volatility shapes and reliable pricing in the rough Heston model Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema
Reference 14
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.563198Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation f535b96e-7099-49da-9d67-3d1d1e96236d · outbound
This paper cites "Es geht um Respekt, nicht um Technologie": Erkenntnisse aus einem Interessensgruppen-\"ubergreifenden Workshop zu genderfairer Sprache und Sprachtechnologie.
Correct implied volatility shapes and reliable pricing in the rough Heston model "Es geht um Respekt, nicht um Technologie": Erkenntnisse aus einem Interessensgruppen-\"ubergreifenden Workshop zu genderfairer Sprache und Sprachtechnologie
Reference 15
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.567611Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 03422e9d-179b-4d0a-857d-b33d8cd812ba · outbound
This paper cites Callegaro, M.
Correct implied volatility shapes and reliable pricing in the rough Heston model Callegaro, M
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.410225Z
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.
Observation 20c6c598-9835-4938-8a5c-8e5d6f6bf556 · outbound
This paper cites Carr and D.B.
Correct implied volatility shapes and reliable pricing in the rough Heston model Carr and D.B
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.397437Z
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.
Observation 8963a1f1-4aa1-426b-881d-17487e505601 · outbound
This paper cites Coprechot.
Correct implied volatility shapes and reliable pricing in the rough Heston model Coprechot
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.384143Z
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.
Observation 5cc5818c-e777-48b5-b32f-c88d5a22aba0 · outbound
This paper cites de Innocentis and S.
Correct implied volatility shapes and reliable pricing in the rough Heston model de Innocentis and S
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.371008Z
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.
Observation a5b35a64-1197-4846-a257-a5b88ad259b0 · outbound
This paper cites Duffie, D.
Correct implied volatility shapes and reliable pricing in the rough Heston model Duffie, D
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.357222Z
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.
Observation 220aa44e-a96e-4162-b955-9fd69f847f95 · outbound
This paper cites European option pricing under the rough Heston model us- ing the COS method.
Correct implied volatility shapes and reliable pricing in the rough Heston model European option pricing under the rough Heston model us- ing the COS method
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.344319Z
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.
Observation 47e25e94-26ee-44be-944a-59cec97acd46 · outbound
This paper cites Perfect hedging in rough Heston models.
Correct implied volatility shapes and reliable pricing in the rough Heston model Perfect hedging in rough Heston models
Reference 22
- Resolution
- verified exact
- local_arxiv, observed 2026-08-11T10:53:43.942844Z
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.
Observation 6fcc5984-a119-4b0e-bb37-b08061e2b9f3 · outbound
This paper cites Euch and M.
Correct implied volatility shapes and reliable pricing in the rough Heston model Euch and M
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.330777Z
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.
Observation a33f201c-a585-4793-8924-78cf6a8e6b11 · outbound
This paper cites Fang and C.W.
Correct implied volatility shapes and reliable pricing in the rough Heston model Fang and C.W
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.317296Z
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.
Observation 35719a52-483e-41b6-9cd0-0cab31ab1fa9 · outbound
This paper cites Feng and V.
Correct implied volatility shapes and reliable pricing in the rough Heston model Feng and V
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.304768Z
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.
Observation 819ab3b8-a124-48d7-9a55-6972b3ca6744 · outbound
This paper cites Forde, B.
Correct implied volatility shapes and reliable pricing in the rough Heston model Forde, B
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.292777Z
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.
Observation 65946de8-2c0d-4a8e-8ec8-008f83bb1bea · outbound
This paper cites Forde and H.
Correct implied volatility shapes and reliable pricing in the rough Heston model Forde and H
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.280888Z
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.
Observation bb239e04-4155-4614-8be8-f8cfc9a58c61 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 28
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.268287Z
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.
Observation 1d1db237-14b5-4e17-bccd-463ff8c6fad4 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 29
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.255249Z
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.
Observation 04b53203-a230-428d-9217-03cd24fea5eb · outbound
This paper cites Gatheral, T.
Correct implied volatility shapes and reliable pricing in the rough Heston model Gatheral, T
Reference 30
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.242429Z
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.
Observation c02cbf31-1314-4baa-87c1-9e9d88e12b7e · outbound
This paper cites Gatheral and R.
Correct implied volatility shapes and reliable pricing in the rough Heston model Gatheral and R
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.229437Z
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.
Observation 230ce8b0-176c-499e-a886-7643672fd4d2 · outbound
This paper cites Gerhold, C.
Correct implied volatility shapes and reliable pricing in the rough Heston model Gerhold, C
Reference 32
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.216832Z
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.
Observation bc4802b7-9893-40ce-922b-7f007d2e8149 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 33
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.204186Z
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.
Observation e99abcf6-62cc-4eef-ba8d-b9db831bf775 · outbound
This paper cites Horvath, A.
Correct implied volatility shapes and reliable pricing in the rough Heston model Horvath, A
Reference 34
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.191292Z
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.
Observation afbb8d6d-b677-4db3-91c7-673a2b9c0c53 · outbound
This paper cites Abi Jaber, M.
Correct implied volatility shapes and reliable pricing in the rough Heston model Abi Jaber, M
Reference 35
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.178283Z
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.
Observation 65c56166-5368-41ca-9522-86a3676b31e7 · outbound
This paper cites Volatility models in practice: Rough, Path-dependent or Markovian?.
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 29f84ba3-a23e-44b4-a729-cd05857d5d22 · outbound
This paper cites Jacquier, C.
Correct implied volatility shapes and reliable pricing in the rough Heston model Jacquier, C
Reference 37
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.165317Z
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.
Observation 31bd9828-642b-4250-89e0-707848494712 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 38
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.152341Z
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.
Observation 21a680b5-48bc-400e-a96c-da119a19be58 · outbound
This paper cites Levendorski ˘i.
Correct implied volatility shapes and reliable pricing in the rough Heston model Levendorski ˘i
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.140114Z
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.
Observation ec0bd496-a35b-45b2-927f-21eb3ba8d246 · outbound
This paper cites Levendorski ˘i.
Correct implied volatility shapes and reliable pricing in the rough Heston model Levendorski ˘i
Reference 40
- Resolution
- metadata mismatch
- raw_fallback, observed 2026-08-11T10:53:43.896880Z
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.
Observation 591a47f3-9c9a-475c-980d-30d7145114e7 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 41
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.127834Z
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.
Observation ec3b2431-1621-4bd9-b6fd-58e8630ea107 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 42
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.115229Z
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.
Observation 6e3e5fd2-35e0-4f28-a615-63df2be31e3c · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 43
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.102931Z
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.
Observation ac50e252-fa9f-45cf-895b-df76717974a3 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 44
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.089399Z
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.
Observation 5b4423a1-72b5-498c-96e9-78aac84c690a · outbound
This paper cites Deep Learning Volatility.
Correct implied volatility shapes and reliable pricing in the rough Heston model Deep Learning Volatility
Reference 45
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T10:53:43.694298Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 710f618a-a58d-4d51-b346-2f40bab6ea87 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 46
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.076755Z
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.
Observation c289afac-8063-4ca6-b018-c92d90cc0e36 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 47
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.063446Z
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.
Observation 4076f6d6-df18-4a95-8352-0c390bd03da1 · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 49
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.049529Z
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.
Observation 37763c0b-5c5e-40dc-9a73-a576616845bf · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 50
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.036420Z
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.
Observation 8c16cbd1-d540-4ffe-98d7-68c107035c3e · outbound
This paper cites an unresolved cited work.
Correct implied volatility shapes and reliable pricing in the rough Heston model Unresolved cited work
Reference 51
- Resolution
- unresolved
- raw_fallback, observed 2026-08-11T10:53:44.023240Z
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.
Observation f8420f78-5cbd-4424-84f6-646644b28e83 · outbound
This paper cites (This is an effect typical for the Heston model; one expect that the same effect can be observed for the rough Heston model).
Correct implied volatility shapes and reliable pricing in the rough Heston model (This is an effect typical for the Heston model; one expect that the same effect can be observed for the rough Heston model)
Reference 52
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:44.010279Z
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.
Observation 7c76ae2f-a36c-4958-98b7-f1dd6a7b3505 · outbound
This paper cites Call” prices (rounded) in the rough Heston model; parameters are α = 0.6, γ= 0.1, θ= 0.3156, ν= 0.331, ρ= −0.681, v= 0.0392, r = 0.3, S0 = 100, T = 1. Errors shown are for OTM “put.
Correct implied volatility shapes and reliable pricing in the rough Heston model Call” prices (rounded) in the rough Heston model; parameters are α = 0.6, γ= 0.1, θ= 0.3156, ν= 0.331, ρ= −0.681, v= 0.0392, r = 0.3, S0 = 100, T = 1. Errors shown are for OTM “put
Reference 53
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T10:53:43.996768Z
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.
Pith citing papers
No inbound Pith citation observations are available.