Paper Citation Record · LEDGER

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction

As of 20 August 2026, this Paper Citation Record lists 44 of 44 outbound references and 1 inbound Pith citation observation for arXiv:2606.12450.

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

pith.paper-citation-record.v1
2606.12450 v1

Coverage vector

measured 44 of 44 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-06-28T17:28:17.334773Z

measured 45 of 45 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-06-26T16:09:17.283640Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-07-04T05:19:34.955541Z

Reference resolution

44 of 44 outbound references displayed

verified exact7
verified fuzzy0
unresolved36
parse uncertain0
malformed identifier0
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External citation measurements

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Outbound references

Observation 70da9ef5-61fd-4a7c-904f-46ca71777249 · outbound

This paper cites Real options pricing by the finite element method.Computers & Mathematics with Applications, 61(9):2863–2873, 2011.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Real options pricing by the finite element method.Computers & Mathematics with Applications, 61(9):2863–2873, 2011

Reference 1

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation c4d7a89b-5fa6-43d6-bc2e-16f61b84d484 · outbound

This paper cites Option pricing and local volatility surface by Physics-Informed Neural Network.Computational Economics, 64(5):3143–3159, 2024.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Option pricing and local volatility surface by Physics-Informed Neural Network.Computational Economics, 64(5):3143–3159, 2024

Reference 2

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 684c5a0c-0f29-4bff-81bd-8411c73c1c04 · outbound

This paper cites The pricing of options and corporate liabilities.Journal of political economy, 81(3):637–654, 1973.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction The pricing of options and corporate liabilities.Journal of political economy, 81(3):637–654, 1973

Reference 3

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation cda8452e-2a37-41de-8518-650156044994 · outbound

This paper cites The inverse problem of option pricing.Inverse Problems, 13(5):L11–L17, 1997.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction The inverse problem of option pricing.Inverse Problems, 13(5):L11–L17, 1997

Reference 4

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 3b8e2bd8-da69-4a55-aead-0805fad67a48 · outbound

This paper cites Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets.Inverse problems, 15(3):R95–R116, 1999.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets.Inverse problems, 15(3):R95–R116, 1999

Reference 5

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation c537a547-48c0-412b-8d53-9a7cc6c7da74 · outbound

This paper cites A quasi-reversibility approach to solve the inverse obstacle problem.Inverse Probl.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction A quasi-reversibility approach to solve the inverse obstacle problem.Inverse Probl

Reference 6

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 594e5c5b-5c09-4867-ad48-e81095fb076a · outbound

This paper cites Options: A Monte Carlo approach.Journal of financial economics, 4(3):323– 338, 1977.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Options: A Monte Carlo approach.Journal of financial economics, 4(3):323– 338, 1977

Reference 7

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation fb1ee5a6-51cf-444e-a098-3d517f404c74 · outbound

This paper cites Canuto and A.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Canuto and A

Reference 8

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 544de6cc-755c-4316-9870-2d93807c2ba5 · outbound

This paper cites Application of Convolutional Neural Net- works with quasi-reversibility method results for option forecasting.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Application of Convolutional Neural Net- works with quasi-reversibility method results for option forecasting

Reference 9

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 5fed0e55-b6b3-4f1a-8810-ef4375ece5b2 · outbound

This paper cites A robust and accurate finite difference method for a generalized Black–Scholes equation.Journal of Computational and Applied Mathematics, 235(13):3728– 3733, 2011.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction A robust and accurate finite difference method for a generalized Black–Scholes equation.Journal of Computational and Applied Mathematics, 235(13):3728– 3733, 2011

Reference 10

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation c6cd4675-2eac-45b0-986b-a7d8e78fd9f6 · outbound

This paper cites Quantum Monte Carlo algorithm for option pricing and its complexity analysis.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Quantum Monte Carlo algorithm for option pricing and its complexity analysis

Reference 11

Resolution: verified exact; local_arxiv, observed 2026-07-01T21:06:14.367784Z

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 9f8eee2a-84e0-48a6-8844-8e1ab520cf54 · outbound

This paper cites Calibration of the local volatility in a generalized Black–Scholes model using Tikhonov regularization.SIAM Journal on Mathematical Analysis, 34(5):1183–1206, 2003.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Calibration of the local volatility in a generalized Black–Scholes model using Tikhonov regularization.SIAM Journal on Mathematical Analysis, 34(5):1183–1206, 2003

Reference 12

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation bde70cb9-7999-4233-bcc7-87456d425fbc · outbound

This paper cites Recovery of initial displacement and velocity in anisotropic elastic systems by the time dimensional reduction method.Journal of Computational Physics, page 114371, 2025.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Recovery of initial displacement and velocity in anisotropic elastic systems by the time dimensional reduction method.Journal of Computational Physics, page 114371, 2025

Reference 13

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 1ccfa374-4d74-4b87-a3bb-3fefd5ba7b3b · outbound

This paper cites Iterated quasi-reversibility method applied to elliptic and parabolic data completion problems.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Iterated quasi-reversibility method applied to elliptic and parabolic data completion problems

Reference 14

Resolution: verified exact; arxiv_id, observed 2026-07-01T21:06:14.373260Z

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Observation e6fff59f-0bc0-42ac-86a3-727b469b415e · outbound

This paper cites Physics Informed Neural Network for Option Pricing.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Physics Informed Neural Network for Option Pricing

Reference 15

Resolution: verified exact; arxiv_id, observed 2026-07-01T21:06:14.376338Z

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Observation 56cde75d-d5e4-4892-84ff-dd9611ba81ac · outbound

This paper cites Pricing with a smile.Risk, 7(1):18–20, 1994.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Pricing with a smile.Risk, 7(1):18–20, 1994

Reference 16

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 5c6cfb22-a37f-438c-90e5-eec529252492 · outbound

This paper cites Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates.Inverse problems, 21(3):1027–1045, 2005.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates.Inverse problems, 21(3):1027–1045, 2005

Reference 17

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 96e9eff9-ec03-4256-beb6-e79784ff0af9 · outbound

This paper cites Springer, 2004.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Springer, 2004

Reference 18

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 0a16e93c-7bcf-4269-8c43-8a35e05b2a08 · outbound

This paper cites Superconvergence of the finite element solutions of the Black–Scholes equation.Finance Research Letters, 10(1):17–26, 2013.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Superconvergence of the finite element solutions of the Black–Scholes equation.Finance Research Letters, 10(1):17–26, 2013

Reference 19

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 441cf71d-1e22-4814-9f35-19676470d2a5 · outbound

This paper cites Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case.Zeitschrift f¨ ur Analysis und ihre Anwendungen, 24(3):593– 609, 2005.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case.Zeitschrift f¨ ur Analysis und ihre Anwendungen, 24(3):593– 609, 2005

Reference 20

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 8fbf2f8f-1ff9-406a-b894-3fb83e4f7a8a · outbound

This paper cites Adaptive finite element solution of 1D European option pricing problems.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Adaptive finite element solution of 1D European option pricing problems

Reference 21

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation f2b9df2f-9a7d-4839-b199-fb9550986172 · outbound

This paper cites A comparison study of ADI and operator splitting methods on option pricing models.Journal of Computational and Applied Mathematics, 247:162–171, 2013.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction A comparison study of ADI and operator splitting methods on option pricing models.Journal of Computational and Applied Mathematics, 247:162–171, 2013

Reference 22

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation ec38d72c-6de4-491f-acb1-77f63750f464 · outbound

This paper cites Finite difference method for the Black–Scholes equation without boundary conditions.Computational Economics, 51(4):961–972, 2018.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Finite difference method for the Black–Scholes equation without boundary conditions.Computational Economics, 51(4):961–972, 2018

Reference 23

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation fe763f46-673e-4390-9eec-1b62d09c0007 · outbound

This paper cites A hybrid Monte Carlo and finite difference method for option pricing.Computational Economics, 53(1):111–124, 2019.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction A hybrid Monte Carlo and finite difference method for option pricing.Computational Economics, 53(1):111–124, 2019

Reference 24

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 735587d7-6071-4235-b1ad-cab5fa118f7e · outbound

This paper cites Finite difference method for the multi-asset Black–Scholes equations.Mathematics, 8(3):391, 2020.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Finite difference method for the multi-asset Black–Scholes equations.Mathematics, 8(3):391, 2020

Reference 25

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 4dd52888-01aa-4b52-a14d-5f6514204afd · outbound

This paper cites Physics- informed convolutional transformer for predicting volatility surface.Quantitative Finance, 24(2):203–220, 2024.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Physics- informed convolutional transformer for predicting volatility surface.Quantitative Finance, 24(2):203–220, 2024

Reference 26

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 3993925a-e8e4-454b-a577-ad202b1037c7 · outbound

This paper cites Application of Neural Network Machine Learning to Solution of Black-Scholes Equation.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Application of Neural Network Machine Learning to Solution of Black-Scholes Equation

Reference 27

Resolution: verified exact; arxiv_id, observed 2026-07-01T21:06:14.370386Z

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 2fc89740-c930-4a20-95a7-2589da5398ef · outbound

This paper cites an unresolved cited work.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Unresolved cited work

Reference 28

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation e348df00-e703-4313-95ac-f70abe1f4d2a · outbound

This paper cites Profitable forecast of prices of stock options on real market data via the solution of an ill-posed problem for the Black-Scholes equation.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Profitable forecast of prices of stock options on real market data via the solution of an ill-posed problem for the Black-Scholes equation

Reference 29

Resolution: verified exact; local_arxiv, observed 2026-07-01T21:06:14.359713Z

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 7e1f661c-83d7-4415-83a2-03f8b9815059 · outbound

This paper cites A computational quasi-reversibility method for Cauchy problems for Laplace’s equation.SIAM Journal on Applied Mathematics, 51(6):1653–1675, 1991.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction A computational quasi-reversibility method for Cauchy problems for Laplace’s equation.SIAM Journal on Applied Mathematics, 51(6):1653–1675, 1991

Reference 30

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 90f189a2-ddd9-4357-a230-4ea4fbe350ff · outbound

This paper cites An efficient weak Galerkin finite element method for generalized Black–Scholes PDEs modelling option pricing.International Journal of Computer Mathematics, 102(5):761–778, 2025.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction An efficient weak Galerkin finite element method for generalized Black–Scholes PDEs modelling option pricing.International Journal of Computer Mathematics, 102(5):761–778, 2025

Reference 31

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 1c81f387-cb37-41c0-827f-0d6960a3c4fc · outbound

This paper cites Reconstructing the local volatility surface from market option prices.Mathematics, 10(14):2537, 2022.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Reconstructing the local volatility surface from market option prices.Mathematics, 10(14):2537, 2022

Reference 32

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 25a14523-d5e1-4508-9add-8305de41961c · outbound

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Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Unresolved cited work

Reference 33

Resolution: verified exact; arxiv_id, observed 2026-07-01T21:06:14.362449Z

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation 18e1d32e-c557-474a-be13-23c48cefd716 · outbound

This paper cites Inverse initial data reconstruction for Maxwell's equations via time-dimensional reduction method.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Inverse initial data reconstruction for Maxwell's equations via time-dimensional reduction method

Reference 34

Resolution: metadata mismatch; arxiv_id, observed 2026-07-01T21:06:14.365240Z

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Observation 05b0fdfb-0207-4266-97c8-a39a80d582ed · outbound

This paper cites Accurate and efficient finite difference method for the Black–Scholes model with no far-field boundary conditions.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Accurate and efficient finite difference method for the Black–Scholes model with no far-field boundary conditions

Reference 35

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 113cfabe-9a38-433d-9dd8-89334524ef4a · outbound

This paper cites Recovering the initial condition of parabolic equations from lateral Cauchy data via the quasi-reversibility method.Inverse Problems in Science and Engineering, 28(4):580–598, 2020.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Recovering the initial condition of parabolic equations from lateral Cauchy data via the quasi-reversibility method.Inverse Problems in Science and Engineering, 28(4):580–598, 2020

Reference 36

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 58ed942e-9eae-4d66-8443-1123cba19073 · outbound

This paper cites Valuing American options by simulation: A simple least-squares approach.The review of financial studies, 14(1):113–147, 2001.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Valuing American options by simulation: A simple least-squares approach.The review of financial studies, 14(1):113–147, 2001

Reference 37

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation a2a9723c-43d4-44b9-9092-8599eaf7300a · outbound

This paper cites Inverse initial data for nonlinear Schr\"odinger equation via Carleman estimates and the contraction principle.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Inverse initial data for nonlinear Schr\"odinger equation via Carleman estimates and the contraction principle

Reference 38

Resolution: verified exact; local_arxiv, observed 2026-07-01T21:06:14.357085Z

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation ca61c543-e730-4ea3-bbac-031c781d13e4 · outbound

This paper cites An inverse space-dependent source problem for hyperbolic equations and the Lipschitz-like convergence of the quasi-reversibility method.Inverse Problems, 35(3):035007, 2019.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction An inverse space-dependent source problem for hyperbolic equations and the Lipschitz-like convergence of the quasi-reversibility method.Inverse Problems, 35(3):035007, 2019

Reference 39

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 624f7e29-5419-4de6-831c-5df7bc855d0e · outbound

This paper cites A Carleman contraction method for inverse initial data recovery in the Navier-Stokes equations with unknown body force.arXiv e-prints, pages arXiv–2604, 2026.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction A Carleman contraction method for inverse initial data recovery in the Navier-Stokes equations with unknown body force.arXiv e-prints, pages arXiv–2604, 2026

Reference 40

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation c1fa661d-80ae-4f8c-93a6-bb1c49d10777 · outbound

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Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Unresolved cited work

Reference 41

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation ea6783c4-002e-423b-ae59-5b056c38c1c9 · outbound

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Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Unresolved cited work

Reference 42

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation 5e743440-e01a-44e7-990c-0b68f55e64ad · outbound

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Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Unresolved cited work

Reference 43

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Observation d6acb5fb-232b-4f45-9b3e-715e04ef76b6 · outbound

This paper cites A deep learning based numerical PDE method for option pricing.Computational economics, 62(1):149–164, 2023.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction A deep learning based numerical PDE method for option pricing.Computational economics, 62(1):149–164, 2023

Reference 44

Resolution: unresolved; no resolver link, observed 2026-06-28T17:28:17.334773Z

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Pith citing papers

Observation f618fbe0-66dc-4e8c-b247-9cc81b29ec7e · inbound

Inverse initial data reconstruction for a memory convection-diffusion equation via Legendre spatial reduction and Tikhonov regularization cites this paper.

Inverse initial data reconstruction for a memory convection-diffusion equation via Legendre spatial reduction and Tikhonov regularization Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction

Reference 37

Resolution: verified exact; local_arxiv, observed 2026-07-04T05:19:34.957183Z

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.