Paper Citation Record · LEDGER

Empirical Models of the Time Evolution of SPX Option Prices

As of 20 August 2026, this Paper Citation Record lists 14 of 14 outbound references and 0 inbound Pith citation observations for arXiv:2506.17511.

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

pith.paper-citation-record.v1
2506.17511 v1

Coverage vector

measured 14 of 14 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-15T19:10:54.493006Z

measured 14 of 14 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+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

14 of 14 outbound references displayed

verified exact1
verified fuzzy4
unresolved8
parse uncertain0
malformed identifier1
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 46b89889-523c-445f-b4f6-bbdc83355261 · outbound

This paper cites doi: https://doi.org/10.1016/j.jfineco.2021.12.007.

Empirical Models of the Time Evolution of SPX Option Prices doi: https://doi.org/10.1016/j.jfineco.2021.12.007

Reference 3

Resolution: verified exact; doi, observed 2026-08-15T19:10:54.533600Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation cdf6d22f-97bb-4e55-8849-8864305b8c7f · outbound

This paper cites The us treasury yield curve: 1961 to the present.

Empirical Models of the Time Evolution of SPX Option Prices The us treasury yield curve: 1961 to the present

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:10:54.929268Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 7312180f-2386-498c-b1a0-0e7eeec51f06 · outbound

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

Empirical Models of the Time Evolution of SPX Option Prices Deep learning calibration of option pricing models: some pitfalls and solutions

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-15T19:10:54.464192Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6f88b9f8-801d-4cd6-b26a-5d7e9aedd6c6 · outbound

This paper cites Scaling Laws for Neural Language Models.

Empirical Models of the Time Evolution of SPX Option Prices Scaling Laws for Neural Language Models

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-15T19:10:54.469455Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 166c7a55-2735-46be-81c8-8c6e1d773a47 · outbound

This paper cites Machine learning for option pricing: an empirical investigation of network architectures.arXiv preprint arXiv:2307.07657,.

Empirical Models of the Time Evolution of SPX Option Prices Machine learning for option pricing: an empirical investigation of network architectures.arXiv preprint arXiv:2307.07657,

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-15T19:10:54.488414Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 940915e4-b75c-4743-9abf-c2ca2df8e40f · outbound

This paper cites The last six months always serve as the test set.

Empirical Models of the Time Evolution of SPX Option Prices The last six months always serve as the test set

Reference 14

Resolution: malformed identifier; raw_fallback, observed 2026-08-15T19:10:54.652852Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 380d7a48-f717-4e03-8a3f-9c3bc65babcb · outbound

This paper cites Tim Bollerslev, Michael Gibson, and Hao Zhou.

Empirical Models of the Time Evolution of SPX Option Prices Tim Bollerslev, Michael Gibson, and Hao Zhou

Reference 1986

Resolution: unresolved; no resolver link, observed 2026-08-15T19:10:54.434938Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation cf49ee86-0551-4f2f-9849-3e76624856c5 · outbound

This paper cites Machine Learning Methods for Pricing Financial Derivatives.

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.

Observation 64d01eb2-0166-49dc-9361-868b83ab46b7 · outbound

This paper cites Application of machine learning in option pricing: A review.

Empirical Models of the Time Evolution of SPX Option Prices Application of machine learning in option pricing: A review

Reference 2002

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:10:54.911112Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 6dcfc431-7824-4669-bfbe-045311e7872c · outbound

This paper cites Black–scholes option pricing using machine learning.

Empirical Models of the Time Evolution of SPX Option Prices Black–scholes option pricing using machine learning

Reference 2016

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:10:54.892574Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 109a0d71-2cfa-479c-a97e-49e1df2ff032 · outbound

This paper cites Dynamics of the implied volatility surface: Theory and empirical evidence.

Empirical Models of the Time Evolution of SPX Option Prices Dynamics of the implied volatility surface: Theory and empirical evidence

Reference 2017

Resolution: unresolved; no resolver link, observed 2026-08-15T19:10:54.479504Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1408cde3-387f-47eb-bfac-a3ee96d2bbe3 · outbound

This paper cites Deep Learning for Exotic Option Valuation.

Empirical Models of the Time Evolution of SPX Option Prices Deep Learning for Exotic Option Valuation

Reference 2020

Resolution: unresolved; no resolver link, observed 2026-08-15T19:10:54.444589Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 637bc1da-ab1a-45a3-93fd-9975903df2f7 · outbound

This paper cites Differential Machine Learning.

Empirical Models of the Time Evolution of SPX Option Prices Differential Machine Learning

Reference 2021

Resolution: unresolved; no resolver link, observed 2026-08-15T19:10:54.459509Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ccd06cc9-5df5-4d60-9699-acc6576209b8 · outbound

This paper cites Empirical performance of alternative option pricing models.The Journal of finance, 52(5):2003–2049,.

Empirical Models of the Time Evolution of SPX Option Prices Empirical performance of alternative option pricing models.The Journal of finance, 52(5):2003–2049,

Reference 2022

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:10:54.945082Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Pith citing papers

No inbound Pith citation observations are available.