Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Correction to Black-Scholes formula due to fractional stochastic volatility
As of 13 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:1509.01175.
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 2026-08-13T06:32:02.005865+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-12T13:00:57.771592Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-12T18:16:22.223912Z
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 64417483-f8c1-4301-8548-32cc4f983d71 · inbound
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates cites this paper.
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Correction to Black-Scholes formula due to fractional stochastic volatility
Reference 79
- Resolution
- unresolved
- no resolver link, observed 2026-08-12T13:00:57.767283Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 8cd5d550-96c5-4345-8764-1725761ad5e8 · inbound
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates cites this paper.
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Correction to Black-Scholes formula due to fractional stochastic volatility
Reference 2017
- Resolution
- verified exact
- local_arxiv, observed 2026-08-12T13:00:58.053144Z
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.