Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
As of 12 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2403.00746.
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 2026-08-12T06:34:41.77262+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-06T14:52:56.672059Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-06T14:52:56.743739Z
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 bae47cd1-6a6b-4f91-b67f-0c26fc917814 · inbound
Time Deep Gradient Flow Method for pricing American options cites this paper.
Time Deep Gradient Flow Method for pricing American options A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
Reference 19
- Resolution
- verified exact
- local_arxiv, observed 2026-08-06T14:52:56.751503Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.