{"as_of":"2026-08-16T13:01:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:7ad8f6c11d4a551ba20727d20c5433b312b1f95d76fa208433199e8f4a61b939","coverage":[{"denominator":9,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":9,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T14:56:18.873787Z","state":"measured"},{"denominator":9,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":9,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-16T06:30:59.297886+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/1908.02347/citation-record","integrity":"/paper/1908.02347/integrity","json":"/paper/1908.02347/citation-record.json","paper":"/paper/1908.02347"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:19.068778Z","title":null,"venue":null,"work_id":"d388927f-ee2b-4910-b92d-93c7e6174dc0","year":1989},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.828890Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:54b996cd294902ee35783d3ebeecdf539ce82cc73fd0187aa71a54d5d6dbaaf2","observation_id":"50aae492-e459-447d-a871-577efe651621","resolution":{"observed_at":"2026-08-14T14:56:19.074404Z","resolver_source":"raw_fallback","status":"unresolved"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:19.051081Z","title":"The pareto-levy law and the distribution of income,","venue":null,"work_id":"a8713805-3d05-4804-92eb-7095ea44277d","year":1960},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.835988Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:767e17aa7cd1dddd418fd00920bf8fcc7fc1e27e5ea3234e357275050207729b","observation_id":"dae2983f-8f1c-45b8-ae29-a2952b0137ac","resolution":{"observed_at":"2026-08-14T14:56:19.056268Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:19.035307Z","title":"Structural probability bounds for the strong pareto law,","venue":null,"work_id":"92f93f36-c3b0-4f54-912f-3f81502de743","year":1981},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.841582Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:65b6b48c9e523056c555e0b0f550b95aa42e43fcd4a767e278c0f3a0f20e5464","observation_id":"7698c533-b910-44dd-b45f-dcb71f8e1089","resolution":{"observed_at":"2026-08-14T14:56:19.040416Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:19.014879Z","title":null,"venue":null,"work_id":"6d42fb4c-fde3-4f02-a36c-ca7bc6f056a3","year":2019},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.847013Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:cab2fd9767c7439774f4833495bed06538bde3fd6ebccffcbc6e67a351db15d1","observation_id":"e240071b-2f0a-4926-8f8c-978e2a7fcb4f","resolution":{"observed_at":"2026-08-14T14:56:19.021614Z","resolver_source":"raw_fallback","status":"unresolved"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:18.992616Z","title":"Finiteness of variance is irrelevant in the practice of quantitative finance,","venue":null,"work_id":"b26b5b25-4f52-4564-8d1a-df9f8bd272de","year":2009},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.852789Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:15055f03857a9bed1b0d518c7978ca933044930d4d21407296b82515bacf2f10","observation_id":"087c55fb-7f11-4cbe-b549-79e71ed0fadc","resolution":{"observed_at":"2026-08-14T14:56:18.999883Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:18.973561Z","title":"Pricing with a smile,","venue":null,"work_id":"970d98aa-c7b7-427a-9fdb-5b6d576fa0a4","year":1994},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.857978Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:1750dfb9f099eba84d5936830f9cd5b0f628ca4140ee5b152a012231e2fbedde","observation_id":"71965f1c-d062-4f37-a0a1-ead27fd86025","resolution":{"observed_at":"2026-08-14T14:56:18.979333Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:18.953473Z","title":"Gatheral, The Volatility Surface: a Practitioner’s Guide","venue":null,"work_id":"a7efe19d-b365-4fa1-b48b-b07e2160fc81","year":2006},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.864138Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:c3200fb7c957de7a4a615aa517a9ec8914b8e3c92e5a2e5640748a3eb94b4948","observation_id":"e48da27c-cdc1-4c17-9138-60bf36b9945c","resolution":{"observed_at":"2026-08-14T14:56:18.959957Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:18.931468Z","title":"A guide to volatility and variance swaps,","venue":null,"work_id":"4ecf2859-2844-4003-a937-f64e38879ee6","year":1999},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.869089Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:bf551e3e397a986ad558dd70449277658a5cae8ffccce21fca853c9eead457a4","observation_id":"08a8fb5a-d550-45ab-a9d1-7385dcf000d9","resolution":{"observed_at":"2026-08-14T14:56:18.938973Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"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"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T14:56:18.906643Z","title":"Prices of state-contingent claims implicit in option prices,","venue":null,"work_id":"d8ecae34-c531-4110-89fb-747f96ad10e1","year":1978},"citing_paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws","version":3},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-14T14:56:18.873787Z"},"links":{"citing_paper":"/paper/1908.02347"},"observation_digest":"sha256:26312e4c472a3784fca250b0096b9f76e4e2c876e4cd7d3efdca6ddf4748b3c7","observation_id":"4fdfed5f-8257-4c70-b32b-8db4bbc6d9e7","resolution":{"observed_at":"2026-08-14T14:56:18.914830Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"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"}}],"paper":{"arxiv_id":"1908.02347","last_updated":"2023-03-19T18:35:03Z","latest_version":3,"primary_category":"q-fin.PR","snapshot_observed_at":"2026-08-16T03:06:10.258209Z","submitted_at":"2019-08-06T20:10:03Z","title":"Tail Option Pricing Under Power Laws"},"reference_resolution":{"displayed":9,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":2,"verified_exact":0,"verified_fuzzy":7},"total_outbound_references":9},"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 9 of 9 outbound references and 0 inbound Pith citation observations for arXiv:1908.02347."}