Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-16T10:19:32.343020Z
Paper Citation Record · LEDGER
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks
As of 20 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 0 inbound Pith citation observations for arXiv:2504.20088.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
24 of 24 outbound references displayed
- verified exact0
- verified fuzzy21
- unresolved3
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- malformed identifier0
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External citation measurements
No source-named external measurement is stored.
Outbound references
Observation b9383cb7-502b-42a7-9c5f-671a5f680f55 · outbound
This paper cites Théorie de la spéculation.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Théorie de la spéculation
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.717710Z
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 895266f9-46e1-4747-bdb4-e99a68b1225e · outbound
This paper cites The pricing of options and corporate liabilities.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks The pricing of options and corporate liabilities
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.703381Z
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 d3d6f8bf-5dd5-474d-b242-436a796facb9 · outbound
This paper cites Theory of rational option pricing.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Theory of rational option pricing
Reference 3
- Resolution
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- raw_fallback, observed 2026-08-16T10:19:32.686998Z
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 df70ce08-c035-4a0b-9880-5b6ca9c2eb47 · outbound
This paper cites Market and industry factors in stock price behavior.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Market and industry factors in stock price behavior
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.671063Z
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 6ed8d832-42c1-4223-ad57-bb28283c082e · outbound
This paper cites A non-random walk down wall street.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A non-random walk down wall street
Reference 5
- Resolution
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- raw_fallback, observed 2026-08-16T10:19:32.656956Z
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 1640e420-81e6-4bee-b84e-7ee69fed4d0d · outbound
This paper cites The valuation of american put options.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks The valuation of american put options
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.641713Z
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 67183780-0730-445b-9cb5-b0845c255324 · outbound
This paper cites Deep neural network framework based on backward stochastic differential equations for pricing and hedging american options in high dimensions.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep neural network framework based on backward stochastic differential equations for pricing and hedging american options in high dimensions
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.626335Z
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 f15bad8d-0bf5-4d94-aa6a-58bc50c30da1 · outbound
This paper cites Deep optimal stopping.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep optimal stopping
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.611843Z
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 f26a92ba-b7e3-4b0e-9abf-886d67e5daf4 · outbound
This paper cites Stable multilevel deep neural networks for option pricing and xvas using forward-backward stochastic differential equations.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Stable multilevel deep neural networks for option pricing and xvas using forward-backward stochastic differential equations
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.596977Z
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 73bf6c37-00f7-44f6-bf3b-f678b05e653a · outbound
This paper cites A nonparametric approach to pricing and hedging derivative securities via learning networks.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A nonparametric approach to pricing and hedging derivative securities via learning networks
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.580968Z
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 728e1b34-d3e1-468c-9505-2bab77541693 · outbound
This paper cites A neural network model for estimating option prices.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A neural network model for estimating option prices
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.566238Z
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 4976779a-cae2-4638-ae6b-9c8868888e25 · outbound
This paper cites Pricing and hedging derivative securities with neural networks and a homogeneity hint.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Pricing and hedging derivative securities with neural networks and a homogeneity hint
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.551252Z
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 5c8be1e2-15e8-4065-ad1a-a26d0d749e5b · outbound
This paper cites Option pricing based on the residual neural network.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Option pricing based on the residual neural network
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.536907Z
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 9fb2dc1d-ea03-476a-b794-c699199e7ca8 · outbound
This paper cites Option pricing model combining ensemble learning methods and network learning structure.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Option pricing model combining ensemble learning methods and network learning structure
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.522151Z
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 68604a9b-1185-455c-8939-b249f9f834b4 · outbound
This paper cites Neural networks for option pricing and hedging: a literature review.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Neural networks for option pricing and hedging: a literature review
Reference 15
- Resolution
- unresolved
- no resolver link, observed 2026-08-16T10:19:32.301030Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 1f88fe50-4d19-4eed-97f4-5fca3aa3994b · outbound
This paper cites Deep learning artificial neural network for pricing multi-asset european options.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep learning artificial neural network for pricing multi-asset european options
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.505962Z
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 771e9d9d-ea05-4164-bd98-4c8c455e3ba8 · outbound
This paper cites Accelerated american option pricing with deep neural networks.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Accelerated american option pricing with deep neural networks
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.491135Z
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 e613c23b-273e-4b1f-bfb8-5e135d1a0905 · outbound
This paper cites Neural network learning of black-scholes equation for option pricing, 2024.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Neural network learning of black-scholes equation for option pricing, 2024
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.474974Z
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 42962ea7-a276-4aa0-b3fd-4cb9d2f359be · outbound
This paper cites Cs230: Deep learning - option pricing with deep learning, 2019.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Cs230: Deep learning - option pricing with deep learning, 2019
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.459805Z
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 673af897-f892-4c0a-adfd-b03b352e20e5 · outbound
This paper cites A deep learning approach for option pricing in emerging markets.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A deep learning approach for option pricing in emerging markets
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.445034Z
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 00cf859b-b0ce-40ec-aabb-9cb4b98c6447 · outbound
This paper cites Deep residual learning for image recognition.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep residual learning for image recognition
Reference 21
- Resolution
- unresolved
- no resolver link, observed 2026-08-16T10:19:32.329627Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation ee7d1f23-3733-476c-b7f1-94b537215d9e · outbound
This paper cites Batch normalization: Accelerating deep network training by reducing internal covariate shift.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Batch normalization: Accelerating deep network training by reducing internal covariate shift
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.421049Z
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 58842b63-bcd5-47da-8fe9-b7a60e229b2d · outbound
This paper cites Kingma and Jimmy Ba.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Kingma and Jimmy Ba
Reference 23
- Resolution
- unresolved
- no resolver link, observed 2026-08-16T10:19:32.338792Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 14c108ae-1f72-4d1b-8735-39c2a634eb7e · outbound
This paper cites Optuna: A next-generation hyperparameter optimization framework.
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Optuna: A next-generation hyperparameter optimization framework
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-16T10:19:32.395330Z
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.