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Paper Citation Record · LEDGER

Rough volatility: fact or artefact?

As of 20 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2203.13820.

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

pith.paper-citation-record.v1
2203.13820 v3

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-19T06:32:44.657259+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-16T00:45:15.508315Z

measured 0 of 1 external citation measurements

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 73aff7a7-3867-45ff-b0a0-50e090bc4480 · 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 Rough volatility: fact or artefact?

Reference 81

Resolution
verified exact
local_arxiv, observed 2026-08-12T13:00:58.009040Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

source=pdf_text observed=2026-08-12T13:00:57.780026Z digest=sha256:5af01acaec4900bfa72377c6c8ff95cd8ad8d2269987ec05c90aefea91fb3191

Observation 54b15371-e111-44c9-b9a3-d7bdd50833a4 · inbound

Uniform Local Asymptotics for L\'evy Processes with Subexponential Jumps cites this paper.

Uniform Local Asymptotics for L\'evy Processes with Subexponential Jumps Rough volatility: fact or artefact?

Reference 92

Resolution
unresolved
no resolver link, observed 2026-08-16T00:45:15.508315Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-16T00:45:15.508315Z digest=sha256:9ff5536ca9c86085e77cab5b90677d6703cb4f4151cdbfc0f949622c31210534