Paper Citation Record · LEDGER

Simulation of square-root processes made simple: applications to the Heston model

As of 20 August 2026, this Paper Citation Record lists 32 of 32 outbound references and 8 inbound Pith citation observations for arXiv:2412.11264.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2412.11264 v2

Coverage vector

measured 32 of 32 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-11T15:16:42.282681Z

measured 40 of 40 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+00:00

measured 8 of 8 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-16T05:50:09.663676Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-05-16T06:57:29.313667Z

Reference resolution

32 of 32 outbound references displayed

verified exact1
verified fuzzy29
unresolved2
parse uncertain0
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External citation measurements

No source-named external measurement is stored.

Outbound references

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

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

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-11T15:16:42.122055Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 51b7b669-c65a-4b2b-9d1a-4cf1e43b3d8d · outbound

This paper cites Reconciling rough volatility with jumps.

Simulation of square-root processes made simple: applications to the Heston model Reconciling rough volatility with jumps

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.824184Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation fd41a3ed-1217-421c-ad32-25f0228b6f47 · outbound

This paper cites The little H eston trap.

Simulation of square-root processes made simple: applications to the Heston model The little H eston trap

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.804795Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 6a941152-df7c-4a3d-8c37-2b2f7c3a5c48 · outbound

This paper cites On the discretization schemes for the CIR (and B essel squared) processes.

Simulation of square-root processes made simple: applications to the Heston model On the discretization schemes for the CIR (and B essel squared) processes

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.772071Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 39fedf2a-ed39-4345-8872-d6924f35d7ba · outbound

This paper cites High order discretization schemes for the CIR process: application to affine term structure and H eston models.

Simulation of square-root processes made simple: applications to the Heston model High order discretization schemes for the CIR process: application to affine term structure and H eston models

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.755276Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 3c988059-f012-4ec8-ab86-4c16c1947f83 · outbound

This paper cites Simple and efficient simulation of the H eston stochastic volatility model.

Simulation of square-root processes made simple: applications to the Heston model Simple and efficient simulation of the H eston stochastic volatility model

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.742359Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 4c1bcc3a-8865-4c33-bd49-e023c071971b · outbound

This paper cites Simulating from the H eston model: A gamma approximation scheme.

Simulation of square-root processes made simple: applications to the Heston model Simulating from the H eston model: A gamma approximation scheme

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.727413Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 2e86ce6d-7c56-4542-bbb4-9e3019cfabcd · outbound

This paper cites Euler scheme for SDE s with non- L ipschitz diffusion coefficient: strong convergence.

Simulation of square-root processes made simple: applications to the Heston model Euler scheme for SDE s with non- L ipschitz diffusion coefficient: strong convergence

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.712502Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 37b0215a-2873-43b1-936e-24ca5e3092a3 · outbound

This paper cites Exact simulation of stochastic volatility and other affine jump diffusion processes.

Simulation of square-root processes made simple: applications to the Heston model Exact simulation of stochastic volatility and other affine jump diffusion processes

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.696019Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 06b60ed6-688f-46c3-89ae-d25b7db107d7 · outbound

This paper cites Simulation schemes for the H eston model with P oisson conditioning.

Simulation of square-root processes made simple: applications to the Heston model Simulation schemes for the H eston model with P oisson conditioning

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.678176Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation d52fcfb4-6a92-4e22-a9d9-2fdcd1459586 · outbound

This paper cites A theory of the term structure of interest rates.

Simulation of square-root processes made simple: applications to the Heston model A theory of the term structure of interest rates

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.661813Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 6e22352d-dadb-48d2-9769-191ec5371578 · outbound

This paper cites Convergence of discretized stochastic (interest rate) processes with stochastic drift term.

Simulation of square-root processes made simple: applications to the Heston model Convergence of discretized stochastic (interest rate) processes with stochastic drift term

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.648019Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 2501fb3d-2001-476b-9bed-6d21876a9eb7 · outbound

This paper cites Credit risk: pricing, measurement, and management.

Simulation of square-root processes made simple: applications to the Heston model Credit risk: pricing, measurement, and management

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.632928Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 8ef99b1c-e105-48ef-bfd4-b2c95cae17db · outbound

This paper cites Affine processes and applications in finance.

Simulation of square-root processes made simple: applications to the Heston model Affine processes and applications in finance

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.618817Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 35cf52c8-61ba-4116-8283-81938052a4e5 · outbound

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

Simulation of square-root processes made simple: applications to the Heston model The large-maturity smile for the H eston model

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.605331Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 89f8cc86-873d-455a-b7f2-904b3d0069d6 · outbound

This paper cites The volatility surface: A Practitioner's Guide.

Simulation of square-root processes made simple: applications to the Heston model The volatility surface: A Practitioner's Guide

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.590270Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 795eaa67-8dc6-4f92-866a-42b78eb4b27a · outbound

This paper cites Gamma expansion of the H eston stochastic volatility model.

Simulation of square-root processes made simple: applications to the Heston model Gamma expansion of the H eston stochastic volatility model

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.568514Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 07d1c11d-c4c5-4934-abb8-ba26d1930640 · outbound

This paper cites o ngy and Mikl \'o s R \'a sonyi. A note on E uler approximations for SDE s with H \.

Simulation of square-root processes made simple: applications to the Heston model o ngy and Mikl \'o s R \'a sonyi. A note on E uler approximations for SDE s with H \

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.550762Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation bf6c8299-ab64-4ecf-b1ed-625589904318 · outbound

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

Simulation of square-root processes made simple: applications to the Heston model A closed-form solution for options with stochastic volatility with applications to bond and currency options

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-11T15:16:42.220709Z

Source-reported events for the cited work

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Observation 1f5d29f4-d98a-440f-a9a7-42a0655bf3d2 · outbound

This paper cites Convergence of M onte C arlo simulations involving the mean-reverting square root process.

Simulation of square-root processes made simple: applications to the Heston model Convergence of M onte C arlo simulations involving the mean-reverting square root process

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.528230Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 4a85b24c-b963-43b7-9401-26c89d0a1106 · outbound

This paper cites Fast strong approximation M onte C arlo schemes for stochastic volatility models.

Simulation of square-root processes made simple: applications to the Heston model Fast strong approximation M onte C arlo schemes for stochastic volatility models

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.514339Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 32f6cfdc-7c53-4ae3-93a0-e189cd1b5673 · outbound

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

Simulation of square-root processes made simple: applications to the Heston model Weak approximation of CKLS and CEV processes by discrete random variables

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.500398Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation efe76268-c4c2-4f0e-8577-7532a7f98fa6 · outbound

This paper cites On spatially irregular ordinary differential equations and a pathwise volatility modelling framework.

Simulation of square-root processes made simple: applications to the Heston model On spatially irregular ordinary differential equations and a pathwise volatility modelling framework

Reference 23

Resolution: verified exact; local_arxiv, observed 2026-08-11T15:16:42.330209Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 7284f445-c39a-4346-b79d-06ada833b175 · outbound

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

Simulation of square-root processes made simple: applications to the Heston model Fast-reversion limit of the H eston model

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.484636Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 9a5dbfc9-15ce-46da-8e12-a62cf0412d80 · outbound

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

Simulation of square-root processes made simple: applications to the Heston model Generating random variates using transformations with multiple roots

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.466649Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 543b3fe1-b0c0-4bd7-a2ab-cac9a6c7209c · outbound

This paper cites First order strong approximations of scalar SDE s defined in a domain.

Simulation of square-root processes made simple: applications to the Heston model First order strong approximations of scalar SDE s defined in a domain

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.451812Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 007bc4fc-806d-40fe-ae2e-a6688bfd83a5 · outbound

This paper cites Efficient simulation of the double H eston model.

Simulation of square-root processes made simple: applications to the Heston model Efficient simulation of the double H eston model

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.437867Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 039644c5-018b-41fb-a5e3-35921053a928 · outbound

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

Simulation of square-root processes made simple: applications to the Heston model Continuous martingales and B rownian motion , volume 293

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.422857Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation a980b6f9-f0bb-4599-8f77-12db859a6c9a · outbound

This paper cites Laplace transforms and suprema of stochastic processes.

Simulation of square-root processes made simple: applications to the Heston model Laplace transforms and suprema of stochastic processes

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.409021Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 0df9fdb7-dc4a-411c-ac49-2a0753d5eef8 · outbound

This paper cites Low-bias simulation scheme for the H eston model by I nverse G aussian approximation.

Simulation of square-root processes made simple: applications to the Heston model Low-bias simulation scheme for the H eston model by I nverse G aussian approximation

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.395439Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation e3fdf41c-cbe6-4274-9df3-0ed2dd4d8f41 · outbound

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

Simulation of square-root processes made simple: applications to the Heston model Efficient, almost exact simulation of the H eston stochastic volatility model

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.377061Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 8829c697-15da-4d48-8755-bface5db3e31 · outbound

This paper cites A simple and accurate simulation approach to the H eston model.

Simulation of square-root processes made simple: applications to the Heston model A simple and accurate simulation approach to the H eston model

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-11T15:16:42.360716Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Pith citing papers

Observation e1ba712e-d7f3-4f67-9b16-35a76d7b5d01 · 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 Simulation of square-root processes made simple: applications to the Heston model

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-16T05:50:09.663676Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 096b8c7d-747c-4f8b-ad67-a2d0889fb8b3 · inbound

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 Simulation of square-root processes made simple: applications to the Heston model

Reference 64

Resolution: unresolved; no resolver link, observed 2026-08-07T05:50:43.060160Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7fad6294-483c-4688-8784-32c38bcc554c · inbound

Multiple timescales in collective motion: daily and intraday upstream fish migration focusing on Feller condition cites this paper.

Multiple timescales in collective motion: daily and intraday upstream fish migration focusing on Feller condition Simulation of square-root processes made simple: applications to the Heston model

Reference 68

Resolution: verified exact; arxiv_id, observed 2026-05-16T06:57:29.315966Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation f382ecfc-acf7-4cba-baec-3a7345046981 · inbound

Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints cites this paper.

Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints Simulation of square-root processes made simple: applications to the Heston model

Reference 1

Resolution: verified exact; arxiv_id, observed 2026-05-11T20:26:12.677046Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 27155a28-dcd1-4644-9cea-2e1efe6e1513 · 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 Simulation of square-root processes made simple: applications to the Heston model

Reference 53

Resolution: unresolved; no resolver link, observed 2026-07-11T20:37:30.067569Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a9366ef5-ab56-479a-b7fc-793f955b123e · 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 Simulation of square-root processes made simple: applications to the Heston model

Reference 53

Resolution: unresolved; no resolver link, observed 2026-08-02T08:48:13.344468Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c748a62f-e3d2-41c0-af1f-ef3b58b69ac2 · inbound

Stochastic partial differential equation model for environmental DNA dynamics in river environments cites this paper.

Stochastic partial differential equation model for environmental DNA dynamics in river environments Simulation of square-root processes made simple: applications to the Heston model

Reference 70

Resolution: unresolved; no resolver link, observed 2026-08-05T20:22:04.908903Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e1f9ba11-c9f9-4160-9a17-edbaa435ddf6 · inbound

Stochastic partial differential equation model for environmental DNA dynamics in river environments cites this paper.

Stochastic partial differential equation model for environmental DNA dynamics in river environments Simulation of square-root processes made simple: applications to the Heston model

Reference 70

Resolution: unresolved; no resolver link, observed 2026-08-11T04:26:17.833571Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.