Paper Citation Record · LEDGER

Deep learning interpretability for rough volatility

As of 19 August 2026, this Paper Citation Record lists 47 of 47 outbound references and 2 inbound Pith citation observations for arXiv:2411.19317.

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

pith.paper-citation-record.v1
2411.19317 v1

Coverage vector

measured 47 of 47 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-12T10:22:36.273380Z

measured 49 of 49 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 2026-08-08T12:34:25.385170Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-06-30T08:24:26.449589Z

Reference resolution

47 of 47 outbound references displayed

verified exact3
verified fuzzy29
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation e92244b9-3c52-4a88-afbb-c5043605430c · outbound

This paper cites A bi Jaber and O.

Deep learning interpretability for rough volatility A bi Jaber and O

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.596440Z

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Observation eb1d8711-664b-48e3-aa8c-f4780bb1c5cb · outbound

This paper cites A bi Jaber, M.

Deep learning interpretability for rough volatility A bi Jaber, M

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.589602Z

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Observation 399e5510-e989-4927-8962-eea8f116b014 · outbound

This paper cites Deep Calibration of Interest Rates Model.

Deep learning interpretability for rough volatility Deep Calibration of Interest Rates Model

Reference 3

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Observation 839107f0-8951-45b5-b386-476e702bef7b · outbound

This paper cites A l`os, J.

Deep learning interpretability for rough volatility A l`os, J

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.582554Z

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Observation 43798469-4230-4fce-a238-ea1fbcf222e8 · outbound

This paper cites B ach, A.

Deep learning interpretability for rough volatility B ach, A

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.575571Z

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Observation d2164609-2aac-42f5-b2c0-13e38835edc7 · outbound

This paper cites B aschetti, G.

Deep learning interpretability for rough volatility B aschetti, G

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.568748Z

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Observation 369e340c-0500-46d1-8800-908925e55391 · outbound

This paper cites B ayer, C.

Deep learning interpretability for rough volatility B ayer, C

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.560901Z

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Observation 3e5025ab-e5d7-4281-a4bb-975dcba1b00c · outbound

This paper cites B ayer, P.

Deep learning interpretability for rough volatility B ayer, P

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.553585Z

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Observation 6e4093f7-182a-4766-99d3-1d403cce9829 · outbound

This paper cites B ayer, M.

Deep learning interpretability for rough volatility B ayer, M

Reference 9

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Observation 91f4b0f6-7c0a-480a-b117-65fce7802f50 · outbound

This paper cites B ayer, E.

Deep learning interpretability for rough volatility B ayer, E

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.539929Z

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Observation 8d2df6a9-78df-4a45-bd05-4a211ddb90ec · outbound

This paper cites On deep calibration of (rough) stochastic volatility models.

Deep learning interpretability for rough volatility On deep calibration of (rough) stochastic volatility models

Reference 11

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Observation ffbbf449-a4ea-4da1-9cb5-2aebb63fd3ba · outbound

This paper cites B ennedsen, A.

Deep learning interpretability for rough volatility B ennedsen, A

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.533007Z

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Observation 217e82a8-fc2b-43be-94cb-8ffa17997a10 · outbound

This paper cites an unresolved cited work.

Deep learning interpretability for rough volatility Unresolved cited work

Reference 13

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Observation 6c570acd-7911-4a92-b624-589b86f779ed · outbound

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Deep learning interpretability for rough volatility Unresolved cited work

Reference 14

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Observation bc125e92-357d-4557-a46c-021d7486bf5c · outbound

This paper cites B onesini, G.

Deep learning interpretability for rough volatility B onesini, G

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.505890Z

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Observation c4428a7d-8c57-4d8a-922c-e21c673adad4 · outbound

This paper cites Rough volatility, path-dependent PDEs and weak rates of convergence.

Deep learning interpretability for rough volatility Rough volatility, path-dependent PDEs and weak rates of convergence

Reference 16

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Observation 2e9c7e4c-255b-4c6f-b18e-886a4b9e7fe8 · outbound

This paper cites Interpretability in deep learning for finance: a case study for the Heston model.

Deep learning interpretability for rough volatility Interpretability in deep learning for finance: a case study for the Heston model

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-12T10:22:36.181543Z

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Observation ba110c40-1a08-4055-bfb7-9b3165aa932e · outbound

This paper cites C arr and D.

Deep learning interpretability for rough volatility C arr and D

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.495807Z

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Observation f4fb4006-8b40-49af-a795-642650d13cb6 · outbound

This paper cites D ecreusefond and A.

Deep learning interpretability for rough volatility D ecreusefond and A

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.485612Z

Source-reported events for the cited work

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Observation c88679b0-d543-411c-aa79-3f1113d53765 · outbound

This paper cites E l Euch, J.

Deep learning interpretability for rough volatility E l Euch, J

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.475584Z

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Observation 10860a20-1864-43b0-8d26-d278c8820460 · outbound

This paper cites E l Euch and M.

Deep learning interpretability for rough volatility E l Euch and M

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.467530Z

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Observation 51d939c3-facb-4eef-954a-e179155319a6 · outbound

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Deep learning interpretability for rough volatility Unresolved cited work

Reference 22

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Observation 2ab07936-f5da-4180-b3d8-3f4bf8094815 · outbound

This paper cites F ukasawa, Short-time at-the-money skew and rough fractional volatility , Quantitative Finance, 17 (2017), pp.

Deep learning interpretability for rough volatility F ukasawa, Short-time at-the-money skew and rough fractional volatility , Quantitative Finance, 17 (2017), pp

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.451321Z

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Observation f14ce30e-deb0-4866-b64b-bc523174d97d · outbound

This paper cites F ukasawa andA.

Deep learning interpretability for rough volatility F ukasawa andA

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.442845Z

Source-reported events for the cited work

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Observation 079b1fad-6516-4b8b-be92-a0c0a5c319fc · outbound

This paper cites G atheral, T.

Deep learning interpretability for rough volatility G atheral, T

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.434859Z

Source-reported events for the cited work

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Observation 813dc415-2df6-4298-826e-95b255475032 · outbound

This paper cites G uennoun, A.

Deep learning interpretability for rough volatility G uennoun, A

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.426203Z

Source-reported events for the cited work

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Observation a01f6b71-ada0-4f84-adde-8aa703aef63c · outbound

This paper cites H orvath, A.

Deep learning interpretability for rough volatility H orvath, A

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.418663Z

Source-reported events for the cited work

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Observation c019d1fb-dbfe-4636-86af-6bab9d3860ed · outbound

This paper cites Deep learning calibration of option pricing models: some pitfalls and solutions.

Deep learning interpretability for rough volatility Deep learning calibration of option pricing models: some pitfalls and solutions

Reference 28

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Observation 0b97a4e5-234a-4cc7-af31-2dd9d495cd2a · outbound

This paper cites J acquier, C.

Deep learning interpretability for rough volatility J acquier, C

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.410833Z

Source-reported events for the cited work

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Observation e4149739-f34b-4a9d-9083-0906d776f3da · outbound

This paper cites J acquier and Z.

Deep learning interpretability for rough volatility J acquier and Z

Reference 30

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Source-reported events for the cited work

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Observation 9e3877af-1f06-4066-ae7d-be229b2591dd · outbound

This paper cites K eller-Ressel, M.

Deep learning interpretability for rough volatility K eller-Ressel, M

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.401487Z

Source-reported events for the cited work

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Observation 8f537d4a-f416-45f2-8b33-66b943bee679 · outbound

This paper cites K eller-Ressel and A.

Deep learning interpretability for rough volatility K eller-Ressel and A

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.393503Z

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.

Observation 3a178253-cfff-4e96-8c5a-3f31911d3da2 · outbound

This paper cites an unresolved cited work.

Deep learning interpretability for rough volatility Unresolved cited work

Reference 33

Resolution: unresolved; raw_fallback, observed 2026-08-12T10:23:01.385386Z

Source-reported events for the cited work

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Observation 6446a2e8-bda4-4b48-9d7d-5080967086a2 · outbound

This paper cites L ewis, Option Valuation under Stochastic Volatility, Finance Press, Newport Beach, 2001.

Deep learning interpretability for rough volatility L ewis, Option Valuation under Stochastic Volatility, Finance Press, Newport Beach, 2001

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.377389Z

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Observation f93e37be-90b6-4220-868e-d50379cf95eb · outbound

This paper cites L ipton, The vol smile problem, Risk, (2002).

Deep learning interpretability for rough volatility L ipton, The vol smile problem, Risk, (2002)

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.369391Z

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Observation bcb33f54-67a5-473e-aa3e-cdf30b64d13a · outbound

This paper cites an unresolved cited work.

Deep learning interpretability for rough volatility Unresolved cited work

Reference 36

Resolution: unresolved; raw_fallback, observed 2026-08-12T10:23:01.361005Z

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Observation 6775b54a-4ba7-4623-af69-da5a76010724 · outbound

This paper cites an unresolved cited work.

Deep learning interpretability for rough volatility Unresolved cited work

Reference 37

Resolution: unresolved; raw_fallback, observed 2026-08-12T10:23:01.352993Z

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Observation 261b402d-8d2c-41f2-ac78-0591d5bdc298 · outbound

This paper cites an unresolved cited work.

Deep learning interpretability for rough volatility Unresolved cited work

Reference 38

Resolution: unresolved; raw_fallback, observed 2026-08-12T10:23:01.345030Z

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Observation c16ae5e7-ae59-4312-9358-2786b3f4c0ae · outbound

This paper cites M iller, Explanation in Artificial Intelligence: Insights from the social sciences, Artificial intelligence, 267 (2019), pp.

Deep learning interpretability for rough volatility M iller, Explanation in Artificial Intelligence: Insights from the social sciences, Artificial intelligence, 267 (2019), pp

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.336753Z

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Observation e6eab1a9-fffd-46c4-a0fb-ed61a3bb136f · outbound

This paper cites M olnar, Interpretable Machine Learning, 2022.

Deep learning interpretability for rough volatility M olnar, Interpretable Machine Learning, 2022

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.328883Z

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Observation bb0731ef-d3c3-4df8-b7ff-0a505dda8efc · outbound

This paper cites an unresolved cited work.

Deep learning interpretability for rough volatility Unresolved cited work

Reference 41

Resolution: unresolved; raw_fallback, observed 2026-08-12T10:23:01.320656Z

Source-reported events for the cited work

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Observation d8bb4ad9-c482-4eb0-b277-6e7bcf3a1302 · outbound

This paper cites P annier and C.

Deep learning interpretability for rough volatility P annier and C

Reference 42

Resolution: unresolved; no resolver link, observed 2026-08-12T10:22:36.258137Z

Source-reported events for the cited work

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Observation 14d38385-2a66-4398-982a-bf78ad25dc47 · outbound

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Deep learning interpretability for rough volatility Unresolved cited work

Reference 43

Resolution: unresolved; raw_fallback, observed 2026-08-12T10:23:01.305033Z

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Observation 255aa3a5-83c4-4c82-a912-06ab430896f1 · outbound

This paper cites Volatility model calibration with neural networks a comparison between direct and indirect methods.

Deep learning interpretability for rough volatility Volatility model calibration with neural networks a comparison between direct and indirect methods

Reference 44

Resolution: verified exact; local_arxiv, observed 2026-08-12T10:22:36.301278Z

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Observation a9a4621e-883b-41f2-95fa-c70138ae00cc · outbound

This paper cites an unresolved cited work.

Deep learning interpretability for rough volatility Unresolved cited work

Reference 45

Resolution: unresolved; raw_fallback, observed 2026-08-12T10:23:01.297513Z

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Observation d5d7d3cc-3a59-47da-be8a-772671669f8b · outbound

This paper cites R osenbaum and J.

Deep learning interpretability for rough volatility R osenbaum and J

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.289597Z

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.

Observation 41796a3d-3b4b-4514-b458-746746b7f9b6 · outbound

This paper cites S hrikumar, P.

Deep learning interpretability for rough volatility S hrikumar, P

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:23:01.282129Z

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.

Pith citing papers

Observation 983f4bdf-ec84-44cf-b8f4-a4359eac7355 · inbound

Integrating the implied regularity into implied volatility models: A study on free arbitrage model cites this paper.

Integrating the implied regularity into implied volatility models: A study on free arbitrage model Deep learning interpretability for rough volatility

Reference 30

Resolution: unresolved; no resolver link, observed 2026-08-08T12:34:25.385170Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 754f7c50-cd65-4cb5-8ff0-69c26fa867f8 · inbound

Reliability, Faithfulness, and the Limits of Post-hoc Explanations of Opaque Scientific Models cites this paper.

Reliability, Faithfulness, and the Limits of Post-hoc Explanations of Opaque Scientific Models Deep learning interpretability for rough volatility

Reference 195

Resolution: verified exact; arxiv_id, observed 2026-06-30T08:24:26.451649Z

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.