Paper Citation Record · LEDGER

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets

As of 17 August 2026, this Paper Citation Record lists 3 of 3 outbound references and 1 inbound Pith citation observation for arXiv:2508.09863.

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

pith.paper-citation-record.v1
2508.09863 v2

Coverage vector

measured 3 of 3 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-05T20:52:21.671105Z

measured 4 of 4 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-05T11:20:08.879904Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-05T11:20:09.319160Z

Reference resolution

3 of 3 outbound references displayed

verified exact0
verified fuzzy2
unresolved1
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation bddbe736-e2cb-4e68-8910-c845d4900fbb · outbound

This paper cites CEopt: A MATLAB Package for Non-convex Optimization with the Cross-Entropy Method.

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets CEopt: A MATLAB Package for Non-convex Optimization with the Cross-Entropy Method

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-05T20:52:21.663657Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3e775b29-15d5-44fb-a521-23a3fff312a1 · outbound

This paper cites (A.9) and the integrals of the source term in Appendix A.2.

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets (A.9) and the integrals of the source term in Appendix A.2

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T20:52:21.721171Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 12d70614-871b-4571-bc59-eaa148d6d4ac · outbound

This paper cites (B.10) Fig.

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets (B.10) Fig

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T20:52:21.710436Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Pith citing papers

Observation c14b49bb-0745-44fb-9276-50131556710f · inbound

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers cites this paper.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets

Reference 12

Resolution: verified exact; local_arxiv, observed 2026-08-05T11:20:09.428716Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.