{"as_of":"2026-08-15T02:51:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:74568404693810f2dacd4f68887612b93b8e75ff5af810c0520ce5650c9e0731","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":3,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":3,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-14T06:32:32.682623+00:00","state":"measured"},{"denominator":3,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":3,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T11:51:52.276418Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"arxiv_reference","source_observed_at":"2026-05-25T01:55:11.668675Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"1904.05803","last_updated":"2019-04-11T16:01:07Z","snapshot_observed_at":"2026-08-14T16:47:56.624201Z","submitted_at":"2019-04-11T16:01:07Z","title":"Towards Pricing Financial Derivatives with an IBM Quantum Computer","version":1},"cited_work":{"arxiv_id":"1904.05803","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"1904.05803","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"Towards pricing financial derivatives with an ibm quantum com- puter","venue":null,"work_id":"9a3e9eb2-a0e3-4e04-b978-3220af6d3b35","year":1904},"citing_paper":{"arxiv_id":"1907.03044","last_updated":"2019-07-05T23:03:28Z","snapshot_observed_at":"2026-07-06T08:05:29.572386Z","submitted_at":"2019-07-05T23:03:28Z","title":"Credit Risk Analysis using Quantum Computers","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-05-25T01:54:59.533164Z"},"links":{"cited_paper":"/paper/1904.05803","citing_paper":"/paper/1907.03044"},"observation_digest":"sha256:1883f5fe72b0aa564f994808b97443beb7a9067e96a28e4dfcf2b5539c8055b9","observation_id":"66be2ed5-10f1-43b1-924a-0a754f172285","resolution":{"observed_at":"2026-05-25T01:55:11.673008Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-14T06:32:32.682623+00:00","source":"crossref"},{"observed_at":"2026-08-14T06:32:18.44784+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1904.05803","last_updated":"2019-04-11T16:01:07Z","snapshot_observed_at":"2026-08-14T16:47:56.624201Z","submitted_at":"2019-04-11T16:01:07Z","title":"Towards Pricing Financial Derivatives with an IBM Quantum Computer","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1904.05803","snapshot_observed_at":"2026-08-14T11:51:52.276418Z","title":"Towards pricing /f_inancial derivatives with an ibm quantum computer","venue":null,"work_id":null,"year":1904},"citing_paper":{"arxiv_id":"1908.08040","last_updated":"2019-08-22T07:41:52Z","snapshot_observed_at":"2026-08-14T11:43:12.462113Z","submitted_at":"2019-08-22T07:41:52Z","title":"Quantum Algorithms for Portfolio Optimization","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-14T11:51:52.276418Z"},"links":{"cited_paper":"/paper/1904.05803","citing_paper":"/paper/1908.08040"},"observation_digest":"sha256:f4b40e223809d8fcf2ad977e2a680183e4170d70a9f9d2ba44438095f87ea02d","observation_id":"3bd321c1-a696-43ab-ba58-969f47e5bbf6","resolution":{"observed_at":"2026-08-14T11:51:52.276418Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1904.05803","last_updated":"2019-04-11T16:01:07Z","snapshot_observed_at":"2026-08-14T16:47:56.624201Z","submitted_at":"2019-04-11T16:01:07Z","title":"Towards Pricing Financial Derivatives with an IBM Quantum Computer","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1904.05803","snapshot_observed_at":"2026-08-14T10:39:19.022576Z","title":"Martin, B","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"1908.10778","last_updated":"2020-01-08T02:15:21Z","snapshot_observed_at":"2026-08-14T10:32:14.686696Z","submitted_at":"2019-08-28T15:27:45Z","title":"Classical versus Quantum Models in Machine Learning: Insights from a Finance Application","version":2},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-14T10:39:19.022576Z"},"links":{"cited_paper":"/paper/1904.05803","citing_paper":"/paper/1908.10778"},"observation_digest":"sha256:036fd2148b7c3eddbf1bcae94977d3a61054a6cbdbba21fafe0ec578b1c40ebd","observation_id":"7eb7a605-5f70-484c-ae4d-5c81d677e93d","resolution":{"observed_at":"2026-08-14T10:39:19.022576Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/1904.05803/citation-record","integrity":"/paper/1904.05803/integrity","json":"/paper/1904.05803/citation-record.json","paper":"/paper/1904.05803"},"outbound":[],"paper":{"arxiv_id":"1904.05803","last_updated":"2019-04-11T16:01:07Z","latest_version":1,"primary_category":"quant-ph","snapshot_observed_at":"2026-08-14T16:47:56.624201Z","submitted_at":"2019-04-11T16:01:07Z","title":"Towards Pricing Financial Derivatives with an IBM Quantum Computer"},"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":"2026-08-14T06:32:32.682623+00:00","source":"crossref"},{"observed_at":"2026-08-14T06:32:18.44784+00:00","source":"retraction_watch"}],"thesis":"As of 15 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:1904.05803."}