Paper Citation Record · LEDGER

Fast Derivative Valuation from Volatility Surfaces using Machine Learning

As of 20 August 2026, this Paper Citation Record lists 38 of 38 outbound references and 1 inbound Pith citation observation for arXiv:2505.22957.

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

pith.paper-citation-record.v1
2505.22957 v1

Coverage vector

measured 38 of 38 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T13:05:35.690953Z

measured 39 of 39 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 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T16:24:18.901239Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-15T16:24:18.966692Z

Reference resolution

38 of 38 outbound references displayed

verified exact1
verified fuzzy21
unresolved16
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 8b452778-a172-452e-a97b-d607e52c931b · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 1

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:42.168778Z

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.

Observation 63e64aac-c0e6-41f3-9f2b-e5f30287f701 · outbound

This paper cites Shreve, Stochastic calculus for finance I: the binomial asset pricing model (Springer Science & Business Media, 2005).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Shreve, Stochastic calculus for finance I: the binomial asset pricing model (Springer Science & Business Media, 2005)

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:41.970892Z

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.

Observation 251b3db1-7728-4284-89b5-22bd793c56d5 · outbound

This paper cites Black and M.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Black and M

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:41.798065Z

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.

Observation 90b1d56f-7ef1-4597-8e9d-ca3b5a09d147 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:41.594828Z

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.

Observation c0393325-6c80-40cb-a619-3d516427e213 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 5

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:41.391374Z

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.

Observation b3e3cdaf-82a3-4a98-80eb-966f39298577 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 6

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:41.113471Z

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.

Observation 440f113b-2184-44c5-acb2-4c7fad4f9553 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 7

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:40.818577Z

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.

Observation 74faf551-ae89-485e-9be8-43609b06f9e0 · outbound

This paper cites Hassani and B.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Hassani and B

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:40.546514Z

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.

Observation f02b3191-a91d-4e3e-831f-9b0fd4acf6c3 · outbound

This paper cites Wilmott, S.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Wilmott, S

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:40.224185Z

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.

Observation ff1530c0-598b-439f-88a5-5099997b581a · outbound

This paper cites Derman and M.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Derman and M

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:40.016019Z

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.

Observation 3cdfbc35-83bb-4357-8aa6-f860435c220d · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-07T13:05:33.815210Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 971a38ae-3cb6-4d5e-bfb1-c834cbbdeb4c · outbound

This paper cites Carleo, I.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Carleo, I

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-07T13:05:33.918394Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation eababe57-c31a-44d3-8d35-69bf4ddee56d · outbound

This paper cites Goodfellow, Y.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Goodfellow, Y

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-07T13:05:34.022518Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4f27050f-9ab6-49c2-ad6a-df51d2c41cc5 · outbound

This paper cites LeCun, Y.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning LeCun, Y

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-07T13:05:34.086828Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f55392e9-52d7-4899-b299-3c2c3913dd9f · outbound

This paper cites Gatta, V.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Gatta, V

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:39.588440Z

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.

Observation db9c0905-fd89-4c37-9c7c-2ff95374f765 · outbound

This paper cites Hainaut and A.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Hainaut and A

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:39.316879Z

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.

Observation 42274ae2-ac90-4278-815d-c55c22162704 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 17

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:39.032055Z

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.

Observation 819975d7-3c8d-430f-8164-b0053c8a0003 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:38.793419Z

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.

Observation 36c3503f-620a-414d-8b64-e0495ea1b494 · outbound

This paper cites Machine Learning Algorithms for Financial Asset Price Forecasting.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Machine Learning Algorithms for Financial Asset Price Forecasting

Reference 19

Resolution: verified exact; local_arxiv, observed 2026-08-07T13:05:35.984809Z

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.

Observation be79de20-f3d2-4c24-bb8f-54c0756a2ae0 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:38.666941Z

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.

Observation 67f6e98e-3e45-4fb3-95ce-1e3f284e67ef · outbound

This paper cites Anderson and U.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Anderson and U

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:38.499348Z

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.

Observation 3b1a3a59-6eec-46cd-8847-96f8af2ab196 · outbound

This paper cites De Spiegeleer, D.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning De Spiegeleer, D

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:38.334346Z

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.

Observation d7ac4cee-1828-4519-91ef-7c19b59b809c · outbound

This paper cites Gatheral, The volatility surface: a practitioner’s guide (John Wiley & Sons, 2011).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Gatheral, The volatility surface: a practitioner’s guide (John Wiley & Sons, 2011)

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:38.231422Z

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.

Observation 017a89ab-cdf5-4d7b-993b-27a0a361c63b · outbound

This paper cites Gatheral and A.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Gatheral and A

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:38.047461Z

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.

Observation df76d4ea-d4bf-4f60-a04d-5704b88d72d6 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 25

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:37.884251Z

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.

Observation 1e297f48-bf1a-4b75-aef5-55fc58d14815 · outbound

This paper cites Demeterfi, E.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Demeterfi, E

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:37.693431Z

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.

Observation 181bc760-e2cf-469c-a86e-ef6a43e0fa26 · outbound

This paper cites Dupire et al., Pricing with a smile, Risk 7, 18 (1994).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Dupire et al., Pricing with a smile, Risk 7, 18 (1994)

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:37.570931Z

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.

Observation c5159a8e-54ca-447e-b7e6-1eb28754cb33 · outbound

This paper cites Crank and P.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Crank and P

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:37.416674Z

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.

Observation 121f7591-1a97-489f-b41e-f9e6675acafc · outbound

This paper cites Jeanblanc, M.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Jeanblanc, M

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:37.282510Z

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.

Observation 21393bae-e117-4ced-80fc-24a6833b3814 · outbound

This paper cites Derman, I.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Derman, I

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:37.106930Z

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.

Observation 7c735c3e-c0d0-4508-a6af-a2485e302284 · outbound

This paper cites Ikonen and J.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Ikonen and J

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:36.994354Z

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.

Observation 7c3a662b-fe26-4c60-9b46-72c5fdfb3803 · outbound

This paper cites Ikonen and J.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Ikonen and J

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:36.841538Z

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.

Observation 0a6ec86b-6f11-4393-a298-92ea68eb8e32 · outbound

This paper cites Pedregosa, G.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Pedregosa, G

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:36.722574Z

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.

Observation 55fd8c3e-014f-41de-9bef-802c8f503d99 · outbound

This paper cites API design for machine learning software: experiences from the scikit-learn project.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning API design for machine learning software: experiences from the scikit-learn project

Reference 34

Resolution: unresolved; no resolver link, observed 2026-08-07T13:05:35.453709Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2e6d6c8e-c8aa-4e68-ae04-899b95f561cf · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 35

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:36.592661Z

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.

Observation 0b66582c-8876-4f1d-ba67-8d26e8881476 · outbound

This paper cites Schweizer, On bermudan options, Advances in Fi- nance and Stochastics: Essays in Honour of Dieter Son- dermann , 257 (2002).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Schweizer, On bermudan options, Advances in Fi- nance and Stochastics: Essays in Honour of Dieter Son- dermann , 257 (2002)

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:36.428565Z

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.

Observation 8f535698-2ec0-463a-87c0-286ef30e3ac0 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 37

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:36.289089Z

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.

Observation 81422f75-15bc-4870-b87d-99c7ba0d4c60 · outbound

This paper cites Guillaume, Autocallable structured products, Journal of Derivatives 22, 73 (2015).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Guillaume, Autocallable structured products, Journal of Derivatives 22, 73 (2015)

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:36.129249Z

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.

Pith citing papers

Observation 4762462a-23d2-4b14-9804-6e6b595a8446 · inbound

Deep Learning Option Pricing with Market Implied Volatility Surfaces cites this paper.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Fast Derivative Valuation from Volatility Surfaces using Machine Learning

Reference 31

Resolution: verified exact; local_arxiv, observed 2026-08-15T16:24:18.972203Z

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.