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Paper Citation Record · LEDGER

Machine Learning Methods for Pricing Financial Derivatives

As of 18 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2406.00459.

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

pith.paper-citation-record.v1
2406.00459 v1

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 2026-08-18T06:34:40.430872+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T19:10:54.449501Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-06T15:11:38.664133Z

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 cf49ee86-0551-4f2f-9849-3e76624856c5 · inbound

Empirical Models of the Time Evolution of SPX Option Prices cites this paper.

Empirical Models of the Time Evolution of SPX Option Prices Machine Learning Methods for Pricing Financial Derivatives

Reference 1994

Resolution
unresolved
no resolver link, observed 2026-08-15T19:10:54.449501Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-15T19:10:54.449501Z digest=sha256:f66a3cb48ce6337948cd0e36181c26edf670282ce900422cc28e358c3b47a77f

Observation a9fed882-3ac5-49db-83ed-4c2b06c7223f · inbound

Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach cites this paper.

Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach Machine Learning Methods for Pricing Financial Derivatives

Reference 16

Resolution
verified exact
local_arxiv, observed 2026-08-06T15:11:38.670132Z

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=2026-08-06T15:11:38.493728Z digest=sha256:6e0f9e0a927fb31e2bee5499e50327aeebfeb92a3821aac905b0ee757d32a8cd