{"as_of":"2026-08-16T23:50:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:76995b9a5104b8859abdc2ae78f8322ce0a55dace2b1653de4fb391549783113","coverage":[{"denominator":0,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":1,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-16T06:30:59.297886+00:00","state":"measured"},{"denominator":1,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":1,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T11:42:08.377741Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"pith","source_observed_at":"2026-08-14T11:42:08.877308Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"1703.05132","last_updated":"2018-03-09T11:37:29Z","snapshot_observed_at":"2026-08-16T04:52:05.172531Z","submitted_at":"2017-03-15T13:04:04Z","title":"Short-time near-the-money skew in rough fractional volatility models","version":2},"cited_work":{"arxiv_id":"1703.05132","doi":null,"metadata_source":"pith","pith_arxiv_id":"1703.05132","snapshot_observed_at":"2026-08-14T11:42:08.877308Z","title":"Short-time near-the-money skew in rough fractional volatility models","venue":"q-fin.PR","work_id":"12966281-b378-473c-bff0-80263bdfb795","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T06:05:13.391279Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.377741Z"},"links":{"cited_paper":"/paper/1703.05132","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:50e9a5f3501b2045c5ce6c75a33e84f20a1a8ac0eea84dcae5ffa0fc4603f8c8","observation_id":"3e21cda2-fc34-43ac-b13b-01f0fac391e8","resolution":{"observed_at":"2026-08-14T11:42:08.882931Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/1703.05132/citation-record","integrity":"/paper/1703.05132/integrity","json":"/paper/1703.05132/citation-record.json","paper":"/paper/1703.05132"},"outbound":[],"paper":{"arxiv_id":"1703.05132","last_updated":"2018-03-09T11:37:29Z","latest_version":2,"primary_category":"q-fin.PR","snapshot_observed_at":"2026-08-16T04:52:05.172531Z","submitted_at":"2017-03-15T13:04:04Z","title":"Short-time near-the-money skew in rough fractional volatility models"},"reference_resolution":{"displayed":0,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":0},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"thesis":"As of 16 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1703.05132."}