Paper Citation Record · LEDGER

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian

As of 22 August 2026, this Paper Citation Record lists 34 of 34 outbound references and 5 inbound Pith citation observations for arXiv:2504.19885.

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pith.paper-citation-record.v1
2504.19885 v1

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measured 34 of 34 reference resolution

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Source: paper_references, paper_reference_links, observed 2026-08-16T05:50:09.765181Z

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Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-11T15:16:42.122055Z

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A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-06-29T10:03:17.180488Z

Reference resolution

34 of 34 outbound references displayed

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External citation measurements

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Outbound references

Observation c5856000-92c0-4b9c-8246-958c25762b53 · outbound

This paper cites Lifting the H eston model.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Lifting the H eston model

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:10.079154Z

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Observation 2c43e27e-30f7-4a9a-a36f-963bef2e53a5 · outbound

This paper cites Weak existence and uniqueness for affine stochastic V olterra equations with L1 -kernels.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Weak existence and uniqueness for affine stochastic V olterra equations with L1 -kernels

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:10.069613Z

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Observation e1ba712e-d7f3-4f67-9b16-35a76d7b5d01 · outbound

This paper cites Simulation of square-root processes made simple: applications to the Heston model.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Simulation of square-root processes made simple: applications to the Heston model

Reference 3

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Observation 39f10154-607c-4df0-8207-48472f8eeb2a · outbound

This paper cites Reconciling rough volatility with jumps.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Reconciling rough volatility with jumps

Reference 4

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This paper cites Multifactor approximation of rough volatility models.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Multifactor approximation of rough volatility models

Reference 5

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Observation 0e77d239-9c4a-43f6-929c-f7b2039a581a · outbound

This paper cites Volatility models in practice: Rough, Path-dependent or Markovian?.

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

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Observation a31b974f-dae6-45af-8ac7-a8243c534aa7 · outbound

This paper cites Affine V olterra processes.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Affine V olterra processes

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:10.048923Z

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Observation add81a9a-1248-47e5-aa3b-73d6c9e0b4ae · outbound

This paper cites State spaces of multifactor approximations of nonnegative Volterra processes.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian State spaces of multifactor approximations of nonnegative Volterra processes

Reference 8

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Observation d868a16e-8f8d-4c7e-8a84-3f305234cc60 · outbound

This paper cites From Hyper Roughness to Jumps as $H \to -1/2$.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian From Hyper Roughness to Jumps as $H \to -1/2$

Reference 9

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Observation fd4417e7-06d1-4fa6-8f1d-ba110e0cad9b · outbound

This paper cites Nonnegativity preserving convolution kernels.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Nonnegativity preserving convolution kernels

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:10.038746Z

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Observation 125926f7-58dd-4052-b69f-adbc823d057a · outbound

This paper cites Approximation of S tochastic V olterra E quations with kernels of completely monotone type.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Approximation of S tochastic V olterra E quations with kernels of completely monotone type

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:10.028436Z

Source-reported events for the cited work

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Observation 9c145a24-f13d-47db-ad74-33d266185ab9 · outbound

This paper cites Efficient simulation of the H eston stochastic volatility model.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Efficient simulation of the H eston stochastic volatility model

Reference 12

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Observation 32a3a3e7-fe42-4766-b6b9-6e4ad45b713d · outbound

This paper cites Efficient option pricing in the rough H eston model using weak simulation schemes.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Efficient option pricing in the rough H eston model using weak simulation schemes

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:10.005510Z

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Observation 4ab8323a-4152-4691-b460-807c1e36a39d · outbound

This paper cites Convergence of probability measures.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Convergence of probability measures

Reference 14

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Source-reported events for the cited work

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Observation 0e50d4b9-dabe-4c91-8cd2-10c5d3aa2fe1 · outbound

This paper cites Dawson and Klaus Fleischmann.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Dawson and Klaus Fleischmann

Reference 15

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Observation 2eb86061-fd6d-4be2-b035-fe732a2cf571 · outbound

This paper cites The characteristic function of rough H eston models.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian The characteristic function of rough H eston models

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:09.973384Z

Source-reported events for the cited work

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Observation cd918025-a0bc-44a7-a136-bf293dd05d09 · outbound

This paper cites The large-maturity smile for the H eston model.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian The large-maturity smile for the H eston model

Reference 17

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This paper cites Efficient simulation of affine forward variance models.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Efficient simulation of affine forward variance models

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:09.956995Z

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Observation cbb346f4-5f29-41ab-9625-d0d3e214a5eb · outbound

This paper cites Volterra integral and functional equations.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Volterra integral and functional equations

Reference 19

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Observation e73ca455-fdc6-4d11-8d80-e4481202073d · outbound

This paper cites Does the term-structure of equity A t-the- M oney skew really follow a power law? Risk, 2023.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Does the term-structure of equity A t-the- M oney skew really follow a power law? Risk, 2023

Reference 20

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Observation 102a611e-109f-4dea-aaec-f88b577d7fa3 · outbound

This paper cites A closed-form solution for options with stochastic volatility with applications to bond and currency options.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian A closed-form solution for options with stochastic volatility with applications to bond and currency options

Reference 21

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This paper cites Shiryaev.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Shiryaev

Reference 22

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Observation 0367b5db-6ea1-4f97-b441-92120d09b6ff · outbound

This paper cites Rough fractional diffusions as scaling limits of nearly unstable heavy tailed H awkes processes.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Rough fractional diffusions as scaling limits of nearly unstable heavy tailed H awkes processes

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:09.911590Z

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Observation 8f6d471a-116c-4c28-a12b-d8d9e80f9bdc · outbound

This paper cites No-arbitrage implies power-law market impact and rough volatility.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian No-arbitrage implies power-law market impact and rough volatility

Reference 24

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Observation f6a41ad2-12b4-4532-8577-1f271c1cfe7b · outbound

This paper cites Weak approximation of CKLS and CEV processes by discrete random variables.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Weak approximation of CKLS and CEV processes by discrete random variables

Reference 25

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This paper cites On Spatially Irregular Ordinary Differential Equations and a Pathwise Volatility Modelling Framework.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian On Spatially Irregular Ordinary Differential Equations and a Pathwise Volatility Modelling Framework

Reference 26

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This paper cites Fast-reversion limit of the H eston model.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Fast-reversion limit of the H eston model

Reference 27

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This paper cites Generating random variates using transformations with multiple roots.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Generating random variates using transformations with multiple roots

Reference 28

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Observation 9ddc3d33-18cd-49d0-ac7a-c9ba542024a7 · outbound

This paper cites Uniqueness for Volterra-type stochastic integral equations.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Uniqueness for Volterra-type stochastic integral equations

Reference 29

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This paper cites Stochastic Integration and Differential Equations.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Stochastic Integration and Differential Equations

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:09.875153Z

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Observation 7ef6a794-3c6b-460f-98bb-d45be9412dd7 · outbound

This paper cites Continuous martingales and B rownian motion , volume 293.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Continuous martingales and B rownian motion , volume 293

Reference 31

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This paper cites On the discrete-time simulation of the rough H eston model.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian On the discrete-time simulation of the rough H eston model

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T05:50:09.860285Z

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This paper cites Stochastic-process limits: an introduction to stochastic-process limits and their application to queues.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Stochastic-process limits: an introduction to stochastic-process limits and their application to queues

Reference 33

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This paper cites Proofs of the martingale FCLT.

Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian Proofs of the martingale FCLT

Reference 34

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Pith citing papers

Observation d7b587e0-19e8-4628-b4c9-c7d01bc4f5d4 · inbound

Simulation of square-root processes made simple: applications to the Heston model cites this paper.

Simulation of square-root processes made simple: applications to the Heston model Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian

Reference 1

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CIR bridge for modeling of fish migration on sub-hourly scale cites this paper.

CIR bridge for modeling of fish migration on sub-hourly scale Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian

Reference 65

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Observation 20727c8a-e27c-4ae9-89a2-e151f3376f28 · inbound

Volterra clocks and their pure-jump limits: hitting times of curved boundaries cites this paper.

Volterra clocks and their pure-jump limits: hitting times of curved boundaries Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian

Reference 1

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Observation 8f7544d9-b44e-434e-802d-9a83b1564898 · inbound

Diffusion bridge with randomized initial and terminal times and its application to fish migration cites this paper.

Diffusion bridge with randomized initial and terminal times and its application to fish migration Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian

Reference 54

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Source-reported events for the cited work

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Observation 960f4789-68cd-4078-bc3f-3e3762813217 · inbound

Diffusion bridge with randomized initial and terminal times and its application to fish migration cites this paper.

Diffusion bridge with randomized initial and terminal times and its application to fish migration Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian

Reference 54

Resolution: unresolved; no resolver link, observed 2026-08-02T08:48:13.455264Z

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