Paper Citation Record · LEDGER

Signature-based identification of volatility models from path geometry

As of 19 August 2026, this Paper Citation Record lists 45 of 45 outbound references and 0 inbound Pith citation observations for arXiv:2607.06340.

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

pith.paper-citation-record.v1
2607.06340 v1

Coverage vector

measured 45 of 45 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-08T09:37:54.592301Z

measured 45 of 45 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 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

45 of 45 outbound references displayed

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verified fuzzy33
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 1a467508-4985-4c6a-95df-d71e72a3fef1 · outbound

This paper cites Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach , journal =.

Signature-based identification of volatility models from path geometry Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach , journal =

Reference 1

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Observation 3f5e84a5-f2eb-4f19-9240-0bb495add41d · outbound

This paper cites Estimating the Hurst parameter from the zero vanna implied volatility and its dual , journal =.

Signature-based identification of volatility models from path geometry Estimating the Hurst parameter from the zero vanna implied volatility and its dual , journal =

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.848973Z

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Observation b6abfb7b-a211-4351-8861-f2ca100cb1df · outbound

This paper cites Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions.

Signature-based identification of volatility models from path geometry Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions

Reference 3

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This paper cites Organic reaction mechanism classification using machine learning , journal =.

Signature-based identification of volatility models from path geometry Organic reaction mechanism classification using machine learning , journal =

Reference 4

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This paper cites Mathematical Finance , volume=.

Signature-based identification of volatility models from path geometry Mathematical Finance , volume=

Reference 5

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Observation ddf3825f-1e9f-460d-8aaf-892da47190d6 · outbound

This paper cites Finance and Stochastics , volume=.

Signature-based identification of volatility models from path geometry Finance and Stochastics , volume=

Reference 6

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Observation 917265db-000b-4dd4-90ab-6d4702229d9e · outbound

This paper cites Integration of paths, geometric invariants and a generalized.

Signature-based identification of volatility models from path geometry Integration of paths, geometric invariants and a generalized

Reference 7

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Observation c5a8dbe1-c6bc-48ba-8402-017450ea65f8 · outbound

This paper cites Revista Matemática Iberoamericana , volume=.

Signature-based identification of volatility models from path geometry Revista Matemática Iberoamericana , volume=

Reference 8

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This paper cites Lyons and Michael Caruana and Thierry Lévy , title =.

Signature-based identification of volatility models from path geometry Lyons and Michael Caruana and Thierry Lévy , title =

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.833330Z

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Observation e8dea11c-2885-42d8-b1ab-435c630b0e73 · outbound

This paper cites 2002 , publisher=.

Signature-based identification of volatility models from path geometry 2002 , publisher=

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.840208Z

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Observation a2568790-ec53-4468-818f-48054a6aeaa0 · outbound

This paper cites Quantitative Finance , volume=.

Signature-based identification of volatility models from path geometry Quantitative Finance , volume=

Reference 11

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Observation 47345477-5607-43e9-8fee-9ef2934f7550 · outbound

This paper cites Quantitative Finance , volume=.

Signature-based identification of volatility models from path geometry Quantitative Finance , volume=

Reference 12

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Observation 9aea1e12-478b-4374-89c2-7134f20b3803 · outbound

This paper cites Friz and Archil Gulisashvili and Blanka Horvath and Benjamin Stemper , title =.

Signature-based identification of volatility models from path geometry Friz and Archil Gulisashvili and Blanka Horvath and Benjamin Stemper , title =

Reference 13

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This paper cites and Jaisson, T.

Signature-based identification of volatility models from path geometry and Jaisson, T

Reference 14

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Observation 43dd64f6-e918-4028-849a-dc32b6d3ea50 · outbound

This paper cites Pakkanen , title =.

Signature-based identification of volatility models from path geometry Pakkanen , title =

Reference 15

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Observation 5be6e1ef-8b4e-4bf5-8df8-078aa9cc9a21 · outbound

This paper cites IISE Transactions , volume =.

Signature-based identification of volatility models from path geometry IISE Transactions , volume =

Reference 16

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Observation 5115b4a1-e651-4d12-9735-f6516e870f6a · outbound

This paper cites The Journal of Business , year =.

Signature-based identification of volatility models from path geometry The Journal of Business , year =

Reference 17

Resolution: verified exact; doi, observed 2026-07-08T09:44:49.399717Z

Source-reported events for the cited work

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Observation 04bf6bc0-ba72-4136-a89b-e6a7d013a403 · outbound

This paper cites Physica A: Statistical Mechanics and its Applications , year =.

Signature-based identification of volatility models from path geometry Physica A: Statistical Mechanics and its Applications , year =

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.757804Z

Source-reported events for the cited work

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Observation 26747359-7a8d-4770-8f53-1dafb7eb4857 · outbound

This paper cites 2022 , eprint =.

Signature-based identification of volatility models from path geometry 2022 , eprint =

Reference 19

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Observation 6c56d17d-5b60-4753-93a1-a90c38a8f05b · outbound

This paper cites Mathematics and Financial Economics , year =.

Signature-based identification of volatility models from path geometry Mathematics and Financial Economics , year =

Reference 20

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Observation 663f2fa2-745b-40b7-ad0d-e81361d6b050 · outbound

This paper cites APACrefauthors \ 2019.

Signature-based identification of volatility models from path geometry APACrefauthors \ 2019

Reference 21

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Source-reported events for the cited work

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Observation fbf8a110-2ae4-4018-a608-2ed97b6c3786 · outbound

This paper cites Quantitative Finance , volume =.

Signature-based identification of volatility models from path geometry Quantitative Finance , volume =

Reference 22

Resolution: metadata mismatch; arxiv_id, observed 2026-07-08T09:44:49.394229Z

Source-reported events for the cited work

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Observation f12f8134-9c29-4473-a1b8-c3982ddd9aae · outbound

This paper cites Deep Learning Volatility.

Signature-based identification of volatility models from path geometry Deep Learning Volatility

Reference 23

Resolution: verified exact; local_arxiv, observed 2026-07-08T09:44:49.376945Z

Source-reported events for the cited work

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Observation 519d5fef-42fa-4ca0-8600-641f43ad96e7 · outbound

This paper cites A primer on the signature method in machine learning.

Signature-based identification of volatility models from path geometry A primer on the signature method in machine learning

Reference 24

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Source-reported events for the cited work

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Observation 83a73d88-0d1c-49c1-bd7d-95e923f04df3 · outbound

This paper cites SIAM Journal on Financial Mathematics , volume=.

Signature-based identification of volatility models from path geometry SIAM Journal on Financial Mathematics , volume=

Reference 25

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Observation 77fc9cad-2fcc-4745-8113-070120a05e89 · outbound

This paper cites Joint calibration to.

Signature-based identification of volatility models from path geometry Joint calibration to

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.817623Z

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.

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This paper cites 2021 , url =.

Signature-based identification of volatility models from path geometry 2021 , url =

Reference 27

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Observation b338f4eb-90b2-4d34-92ec-962de3fea357 · outbound

This paper cites SIAM Journal on Financial Mathematics , volume=.

Signature-based identification of volatility models from path geometry SIAM Journal on Financial Mathematics , volume=

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.785490Z

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Observation 310a9cef-8287-478f-ad53-01159d93f284 · outbound

This paper cites The Annals of Applied Probability , volume=.

Signature-based identification of volatility models from path geometry The Annals of Applied Probability , volume=

Reference 29

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Observation 0b981c6b-939d-4f72-89de-e9132844bd50 · outbound

This paper cites 2010 , publisher =.

Signature-based identification of volatility models from path geometry 2010 , publisher =

Reference 30

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Observation 01af341c-53cf-4e4c-b1da-c7df24b765e0 · outbound

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Signature-based identification of volatility models from path geometry 2024 , publisher=

Reference 31

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Observation 6ed292f9-da56-476a-be9d-0684f10d2d9e · outbound

This paper cites Probability Theory and Related Fields , year =.

Signature-based identification of volatility models from path geometry Probability Theory and Related Fields , year =

Reference 32

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Observation 05130f02-5570-47fd-a4ee-37876a0cfaa3 · outbound

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Signature-based identification of volatility models from path geometry Chen and C

Reference 33

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Observation 4fc9d580-1be7-4f79-9391-88f0c26614b3 · outbound

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

Signature-based identification of volatility models from path geometry On deep calibration of (rough) stochastic volatility models

Reference 34

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Observation 37e50595-36f3-4023-b316-1636a0fca040 · outbound

This paper cites Risk , year =.

Signature-based identification of volatility models from path geometry Risk , year =

Reference 35

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This paper cites SSRN Electronic Journal , year =.

Signature-based identification of volatility models from path geometry SSRN Electronic Journal , year =

Reference 36

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No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation e22aaa96-af92-4851-a266-64db8e2f8328 · outbound

This paper cites In: 2021 IEEE 3rd International Conference on Fron- tiers Technology of Information and Computer, pp.

Signature-based identification of volatility models from path geometry In: 2021 IEEE 3rd International Conference on Fron- tiers Technology of Information and Computer, pp

Reference 37

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Observation 7a916f1f-1af7-46c2-b657-f72fee41f896 · outbound

This paper cites Intelligent Tutoring Systems: 17th International Conference,.

Signature-based identification of volatility models from path geometry Intelligent Tutoring Systems: 17th International Conference,

Reference 38

Resolution: verified exact; doi, observed 2026-07-08T09:44:49.420543Z

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Observation 0ad55170-b6a1-402b-ae25-da3e4a913cd2 · outbound

This paper cites 2025 , month =.

Signature-based identification of volatility models from path geometry 2025 , month =

Reference 39

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No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 77d4af3c-40ec-4d72-808c-d539b9d93468 · outbound

This paper cites Advances in Neural Information Processing Systems , volume =.

Signature-based identification of volatility models from path geometry Advances in Neural Information Processing Systems , volume =

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.795612Z

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Observation f6e6bc19-1f48-4f42-ad7c-cba0258a34e1 · outbound

This paper cites Information Fusion , volume =.

Signature-based identification of volatility models from path geometry Information Fusion , volume =

Reference 41

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Source-reported events for the cited work

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Observation 2febd7ae-b710-41ec-a0bf-00a1c8ca96ab · outbound

This paper cites Non‑Adversarial Training of.

Signature-based identification of volatility models from path geometry Non‑Adversarial Training of

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.856813Z

Source-reported events for the cited work

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Observation ef6e4c93-2321-4f0d-9ea8-0a086ef9df95 · outbound

This paper cites Machine Learning , volume =.

Signature-based identification of volatility models from path geometry Machine Learning , volume =

Reference 43

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.814740Z

Source-reported events for the cited work

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Observation b3c668e4-c0a7-4851-bc6d-ee5e098c4e63 · outbound

This paper cites , title =.

Signature-based identification of volatility models from path geometry , title =

Reference 44

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Observation 8ba82bb1-20a0-43e1-930b-70e9f502a924 · outbound

This paper cites , title =.

Signature-based identification of volatility models from path geometry , title =

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T09:44:49.789057Z

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No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Pith citing papers

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