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Paper Citation Record · LEDGER

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm

As of 18 August 2026, this Paper Citation Record lists 17 of 17 outbound references and 0 inbound Pith citation observations for arXiv:1906.09431.

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

pith.paper-citation-record.v1
1906.09431 v1

Coverage vector

measured 17 of 17 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-05-25T18:13:22.235996Z

measured 17 of 17 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-18T06:34:40.430872+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

17 of 17 outbound references displayed

  • verified exact1
  • verified fuzzy15
  • unresolved1
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation f6476937-4092-4839-b941-d96ea311fa80 · outbound

This paper cites Comparing optimal convergence rate of stochastic mesh and least squares method for bermudan option pricing.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Comparing optimal convergence rate of stochastic mesh and least squares method for bermudan option pricing

Reference 1

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.366085Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:3e0eaab4a5ad70fdb0989c54356da685d612f7c89eb4434dabc0bb778cd6e487

Observation b64db53b-b4fd-4dbe-9448-b3851ea6a1a7 · outbound

This paper cites Densit´ e des diffusions en temps petit: d´ eveloppements asymptotiques.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Densit´ e des diffusions en temps petit: d´ eveloppements asymptotiques

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.361159Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:43e06b557535d5f8fbc662a5b087ad18b0eb27bb42dffe15f0a8c1a16c37f9c0

Observation ef7e6ae3-62e7-4b88-8cd2-6748113a5236 · outbound

This paper cites A quantization tree method for pricing and hedging multidimensional American options.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm A quantization tree method for pricing and hedging multidimensional American options

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.373523Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:f71a8fddaf49905e4bdd27149c68900b776789aaf80f55f855403db3fd5ace93

Observation 599f77ff-74b5-459a-8c96-77ca46f3804d · outbound

This paper cites Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.378486Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:365ecab706f2892239863fb6402153b112ce3f3a09631563327751f01d2aab22

Observation c69fa5f7-04b7-47c5-ae5f-bdd747ce6222 · outbound

This paper cites Broadie and P.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Broadie and P

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.382438Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:4dc7f8868a71cf3d51ced23d5f0ffdd7c7d076043d5c7685eff586165dafd8d6

Observation e30e19b7-afc8-44f4-aeb6-c9635172ed7d · outbound

This paper cites An analysis of a least squares regression method for american option pricing.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm An analysis of a least squares regression method for american option pricing

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.339951Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:34f8577ad9812116c17d94ee222df5f08fc9782bfaaf3217f18f309a7485b382

Observation f789fc1f-ccc3-4ae4-b637-0aac90dc947e · outbound

This paper cites Dacunha-Castelle and D.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Dacunha-Castelle and D

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.344408Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:6ff893c50a92757bfccae879a665664b9ed5b469cb7441fbd1c8dc9267db557d

Observation d2b47902-8b8c-4f8a-af6f-06b13e853ea3 · outbound

This paper cites On estimating the diffusion coefficient from dis- crete observations.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm On estimating the diffusion coefficient from dis- crete observations

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.352308Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:3e3f9bb23e6216f6f6f24693ecbf742aca003b176b7cde03cb36bb644f282a9a

Observation 25407890-23bc-497e-9e0c-a72be2d1cf8d · outbound

This paper cites Polynomial time algorithm for optimal stopping with fixed accuracy.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Polynomial time algorithm for optimal stopping with fixed accuracy

Reference 9

Resolution
verified exact
arxiv_id, observed 2026-05-25T18:16:07.591978Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:933211aaa676551f12d5cf40440365799a3de35c36972c4465682595d9b0490f

Observation 033e7229-8eee-4dce-bb54-33a25859b26f · outbound

This paper cites Variational in- equalities and the pricing of american options.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Variational in- equalities and the pricing of american options

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.334904Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:8f93dca7ed1c59437827f7adbb902596deeeedf47cc6651d10bf6d1d445839e0

Observation 8fdd1f4d-a3e4-4af2-9620-47c9106ddb81 · outbound

This paper cites A simple numerical method for pricing an american put option.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm A simple numerical method for pricing an american put option

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.356914Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:d07672df8bbfcc99d0cd450fb4f66b13ec6a47e720a58de6d8486fbd5c7db412

Observation 60ca445c-19fc-4f64-8402-f9dcddee3366 · outbound

This paper cites Maximum-likelihood estimation for diffusion processes via closed-form density expansions.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Maximum-likelihood estimation for diffusion processes via closed-form density expansions

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.388268Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:b300eda1fe8bca60a008bb4f7b2647a0a609908b7471c2536d2dd0731c3b6bf0

Observation d39fa4ed-42fd-44b2-94cf-a5c32a7803ca · outbound

This paper cites Longstaff and E.S.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Longstaff and E.S

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.393185Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:0b365cd25e8fc5da98eff15e228f458dd2599cde7965f4e045823b044705b118

Observation 076280e6-63bf-477d-ba09-4203748ad2cb · outbound

This paper cites an unresolved cited work.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Unresolved cited work

Reference 14

Resolution
unresolved
raw_fallback, observed 2026-05-25T18:16:09.330780Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:d8769a0ed264d16d42bfca7175cc04d0ae7acc8c2a9685e24bf5df272c096e00

Observation 33c00143-a0ec-4607-a3a6-5bb00c86cf18 · outbound

This paper cites Using randomization to break the curse of dimensionality.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Using randomization to break the curse of dimensionality

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.326643Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:e70bd6f3beddfad4b09bbd928614591fd4e5cc285ee01d60c6ce44a04146c38d

Observation 95697d01-534d-4ab2-967d-8fe95406e0a7 · outbound

This paper cites Tsitsiklis and B.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Tsitsiklis and B

Reference 16

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.317595Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:efa49a3b9f2bc2be5a1c83415582f2cb5c887757a8b458f33eaba2dc6123882d

Observation a3f8371e-0b75-4f13-959c-e98e7e6fd454 · outbound

This paper cites Quantitative error estimates for a least-squares monte carlo algorithm for american option pricing.

Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm Quantitative error estimates for a least-squares monte carlo algorithm for american option pricing

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-05-25T18:16:09.322409Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

source=pdf_text observed=2026-05-25T18:13:22.235996Z digest=sha256:5c3acd70f660bc3a9608e124de67e7035fb6aa44d5ecaa9fb88e1cea408ad9d5

Pith citing papers

No inbound Pith citation observations are available.