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Paper Citation Record · LEDGER

Operator Deep Smoothing for Implied Volatility

As of 19 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2406.11520.

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

pith.paper-citation-record.v1
2406.11520 v3

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 2026-08-19T06:32:44.657259+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-07-31T08:07:40.326191Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-02T16:17:09.575540Z

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 78af8c95-c812-4583-886c-6d5bf8cdef38 · inbound

Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control cites this paper.

Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control Operator Deep Smoothing for Implied Volatility

Reference 22

Resolution
verified exact
arxiv_id, observed 2026-07-02T16:17:09.576896Z

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.

source=arxiv_source observed=2026-06-27T22:49:08.424468Z digest=sha256:5b7b2017b1612d3bfb4b58022d3e7af89868981df3e459dad4671c675619ccd4

Observation f48a2dac-8e1d-4650-9f6b-136f903e24b5 · inbound

One Other Option Pricing Scheme cites this paper.

One Other Option Pricing Scheme Operator Deep Smoothing for Implied Volatility

Reference 25

Resolution
unresolved
no resolver link, observed 2026-07-31T08:07:40.326191Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-07-31T08:07:40.326191Z digest=sha256:37d89e1113103b35475bbca9e804836afe57f0c938f1242a780bbc5dec915cde