{"as_of":"2026-08-16T12:17:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:d9e1ad8a4e49644129115ab19baf40869ebae7a69c00bc2f502f85fc4f6ed5b2","coverage":[{"denominator":15,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":15,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T13:50:35.089990Z","state":"measured"},{"denominator":15,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":15,"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/1908.04401/citation-record","integrity":"/paper/1908.04401/integrity","json":"/paper/1908.04401/citation-record.json","paper":"/paper/1908.04401"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:50:35.932025Z","title":"(1976), The Pricing of Commodity Contracts","venue":null,"work_id":"11b42479-834d-4ffb-85a6-c899d7112a5b","year":1976},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.912568Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:149f2330ce77beda8dcc9ef34a85d19e4d31c143deffbad1f7226e6b9cc3622b","observation_id":"c604fa3b-ce5d-403e-b8d5-4c994dc10fc5","resolution":{"observed_at":"2026-08-14T13:50:35.952225Z","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":"2026-08-14T13:50:35.893184Z","title":"& Toy, W","venue":null,"work_id":"7cbe91c2-9fb3-4dae-b99a-1250c23b7689","year":1990},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.925780Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:011dc8ee25a4abe07790dc234b1c0c85a4837d849801c7aa5584bc812010148f","observation_id":"adab4e46-047c-4175-8562-8dd778db23e6","resolution":{"observed_at":"2026-08-14T13:50:35.901390Z","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":"2026-08-14T13:50:35.859222Z","title":"N.; Salminen, P","venue":null,"work_id":"c8b2bc0b-1861-4a03-a77e-f8c84e7c9902","year":2002},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.940205Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:4f3197eedb40abdd71d4566911f0dbfc2550e70036d4d9ff955da8efd5048b61","observation_id":"e90a53c1-8205-449c-ab46-927357545cd5","resolution":{"observed_at":"2026-08-14T13:50:35.872802Z","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":"2026-08-14T13:50:35.808115Z","title":"(2006), Interest Rate Models Theory and Practice with Smile, Inﬂation and Credit","venue":null,"work_id":"d1295a1e-b86f-4d44-8f98-a4f673479132","year":2006},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.956774Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:7698f8cc20a7cca8847e710e0bf0255b6555f01e82232cf2fd7108e0ec1d24ea","observation_id":"aced016e-5109-41e5-9d4c-d5ae9605de6e","resolution":{"observed_at":"2026-08-14T13:50:35.825790Z","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":"2026-08-14T13:50:35.729750Z","title":"& Ross S","venue":null,"work_id":"23fe7375-540e-47aa-997e-075c0bcc2b16","year":1985},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.964530Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:cb0a0e90725a3e81ea4bbefd577afeea93b3a3b93afe7a97dbccd7d09fc1461c","observation_id":"9bec0a72-7ba8-42c6-90f9-dbfe4bf8fb78","resolution":{"observed_at":"2026-08-14T13:50:35.747230Z","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":"2026-08-14T13:50:35.667965Z","title":"(1999), Modeling Term Structure of Defaultable Bonds.Review of Financial Studies, V ol 12, pp 687-720","venue":null,"work_id":"ea55807b-72b2-46c9-9637-010cb0427a42","year":1999},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.973435Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:b3abc336837053439f8591dd7e83e76e7d5b4df39cf339da132f78c4bf06bf9a","observation_id":"138493b7-5bac-4a91-b37c-13c937821488","resolution":{"observed_at":"2026-08-14T13:50:35.688517Z","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":"2026-08-14T13:50:35.616706Z","title":"& Grbac, Z","venue":null,"work_id":"9505b19f-cc17-4d68-9059-12de4d2d9318","year":2018},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.983396Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:95565711cabeb1bc5fd4f28dc39716bb6e9ecd2fafd5e200bd6d3319f425427d","observation_id":"3df9c366-0db3-4e79-8edb-b9b72286df8b","resolution":{"observed_at":"2026-08-14T13:50:35.631517Z","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":"2026-08-14T13:50:35.564809Z","title":"(2009), Term Structure Models.Springer Finance","venue":null,"work_id":"6701e523-ab26-4c93-8b70-fa1063fa1e01","year":2009},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.990630Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:18ec7fb3e801b9caf2a7ad7e23560f091bc23e81bd8299c88df040ea7126f602","observation_id":"bb8f467a-8898-47e8-8cbc-094c49da1bbe","resolution":{"observed_at":"2026-08-14T13:50:35.576239Z","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":"2026-08-14T13:50:35.520918Z","title":"(2009) Technical Note No","venue":null,"work_id":"56933e5d-ef37-42cc-93e0-1453b54ece98","year":2009},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:34.999701Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:7a371209b3e9044fdf653486d7db87b4466ac1deefa27a2c5a7f541ff8037d7e","observation_id":"a475f1f3-1cef-4709-833a-b32c3dbe97db","resolution":{"observed_at":"2026-08-14T13:50:35.532745Z","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":"2026-08-14T13:50:35.478459Z","title":"(2006), On the Constructions of the Skew Brownian Motion","venue":null,"work_id":"a06c00b7-8de5-4111-80ac-b32a87a171db","year":2006},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:35.009140Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:c959cf3f8f9d35b9879fee2557885f8c20f167378ef4153e77de75294871fb23","observation_id":"a1e9fd05-d4bd-46a4-bdd4-4fadb571286e","resolution":{"observed_at":"2026-08-14T13:50:35.490730Z","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":"2026-08-14T13:50:35.440180Z","title":"(2016), Option Valuation under Stochastic Volatility II.Finance Press, Newport Beach, California, USA","venue":null,"work_id":"2a109fa5-e063-4446-b0aa-c533a15164b0","year":2016},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:35.019126Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:d460122d0b48a88fe9d64a6b2fff2be80f5519ebbdf83a2c54a17abea2d675d2","observation_id":"98ddf45c-a6a4-4f63-98cb-a8ff0173079f","resolution":{"observed_at":"2026-08-14T13:50:35.451631Z","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":"2026-08-14T13:50:35.382484Z","title":"(2018), An Overview of Post-crisis Term Structure Models.New Methods in Fixed Income Modeling, Springer, pp 85-97","venue":null,"work_id":"fbc08150-67e9-4afe-bf9c-328e41cd68a9","year":2018},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:35.037834Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:aab0971fca41138b0f6cf8c432159f57749559698a960513e612a57417e7c64d","observation_id":"d97a5699-5366-4509-91fb-6eb60dfb3114","resolution":{"observed_at":"2026-08-14T13:50:35.393787Z","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":"2026-08-14T13:50:35.338912Z","title":"(2006), Derivatives Markets","venue":null,"work_id":"ad72948e-2b73-4c41-9ca9-1af5917a2cc9","year":2006},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:35.056085Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:357848c8e1fd5005c4cfeae61326563798580e1e088dcc7beb10bb8c28ef441f","observation_id":"e2a3503f-9621-49f2-baea-d6b3363c69d1","resolution":{"observed_at":"2026-08-14T13:50:35.350809Z","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":"2026-08-14T13:50:35.286215Z","title":"(2018), Skew CIR Process, Conditional Characteristic Function, Moments and Bond Pricing","venue":null,"work_id":"0f5dde6f-ed42-412b-a204-d50166ba520f","year":2018},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:35.077032Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:c8a936bdbdfa8dd35df2ad7b9884e639ddf9bad1dce532f8b47345ad708aeedf","observation_id":"666ee808-6542-4a2f-9545-44af8a84b5c1","resolution":{"observed_at":"2026-08-14T13:50:35.301571Z","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":"2026-08-14T13:50:35.231491Z","title":null,"venue":null,"work_id":"6fd17dad-abe3-4412-8d4b-7ad778e07867","year":2003},"citing_paper":{"arxiv_id":"1908.04401","last_updated":"2020-07-10T18:00:40Z","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model","version":2},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-14T13:50:35.089990Z"},"links":{"citing_paper":"/paper/1908.04401"},"observation_digest":"sha256:39fb1ec2ed283df3c03b39208b2e25f8d3f7a3553e75bc9cd7784b9e5eb877ac","observation_id":"2c58ed24-4396-4567-b532-a071193ab066","resolution":{"observed_at":"2026-08-14T13:50:35.241445Z","resolver_source":"raw_fallback","status":"malformed_identifier"},"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":"1908.04401","last_updated":"2020-07-10T18:00:40Z","latest_version":2,"primary_category":"econ.EM","snapshot_observed_at":"2026-08-16T00:31:12.044277Z","submitted_at":"2019-08-12T21:29:42Z","title":"Zero Black-Derman-Toy interest rate model"},"reference_resolution":{"displayed":15,"state_counts":{"malformed_identifier":1,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":14},"total_outbound_references":15},"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 15 of 15 outbound references and 0 inbound Pith citation observations for arXiv:1908.04401."}