Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T11:42:08.616498Z
Paper Citation Record · LEDGER
On deep calibration of (rough) stochastic volatility models
As of 16 August 2026, this Paper Citation Record lists 53 of 53 outbound references and 5 inbound Pith citation observations for arXiv:1908.08806.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-15T06:32:42.880941+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-12T10:22:36.162911Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-07-08T09:44:49.489997Z
Reference resolution
53 of 53 outbound references displayed
- verified exact8
- verified fuzzy32
- unresolved13
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External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 2625d999-1af1-4a53-b669-02d7af02ca4a · outbound
This paper cites Al` os, J.
On deep calibration of (rough) stochastic volatility models Al` os, J
Reference 1
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 645e53c6-2041-4b30-a6eb-53fe06edc485 · outbound
This paper cites Antonov, M.
On deep calibration of (rough) stochastic volatility models Antonov, M
Reference 2
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 068fdd4b-41f2-46d8-bfb1-b7115a119c79 · outbound
This paper cites Avellaneda, A.
On deep calibration of (rough) stochastic volatility models Avellaneda, A
Reference 3
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation ce9da573-76ab-4d36-9405-86c0afecc18b · outbound
This paper cites A regularity structure for rough volatility.
On deep calibration of (rough) stochastic volatility models A regularity structure for rough volatility
Reference 4
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation a8bc04d7-01cb-4828-b20e-9aa8b237276d · outbound
This paper cites Bayer, P.
On deep calibration of (rough) stochastic volatility models Bayer, P
Reference 5
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 3e21cda2-fc34-43ac-b13b-01f0fac391e8 · outbound
This paper cites Short-time near-the-money skew in rough fractional volatility models.
On deep calibration of (rough) stochastic volatility models Short-time near-the-money skew in rough fractional volatility models
Reference 6
- Resolution
- verified exact
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 0702da04-c0fe-4db3-8e1d-7f539e581b72 · outbound
This paper cites Deep calibration of rough stochastic volatility models.
On deep calibration of (rough) stochastic volatility models Deep calibration of rough stochastic volatility models
Reference 7
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 34f7d70a-8e59-4d30-825d-152f87f71970 · outbound
This paper cites Bennedsen, A.
On deep calibration of (rough) stochastic volatility models Bennedsen, A
Reference 8
- Resolution
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Source-reported events for the cited work
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Observation 075933eb-4abe-41d9-94c2-66f6442d5e0a · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 9
- Resolution
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Source-reported events for the cited work
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Observation 46bd544f-f907-427b-bbaa-ac9980b72e42 · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 10
- Resolution
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Source-reported events for the cited work
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Observation 2e7f69c4-d2dc-454d-b976-10ed77623a05 · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 11
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 086af138-3add-4fb0-9eb6-db3d04b6c53f · outbound
This paper cites Culkin and S.
On deep calibration of (rough) stochastic volatility models Culkin and S
Reference 12
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation bccba618-0774-4dca-8ebf-7762397e5093 · outbound
This paper cites De Spiegeleer, D.
On deep calibration of (rough) stochastic volatility models De Spiegeleer, D
Reference 13
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation b2f59022-8344-4339-83cc-d62b31370c32 · outbound
This paper cites Dimitroff, D.
On deep calibration of (rough) stochastic volatility models Dimitroff, D
Reference 14
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 8e08d89a-985f-4db2-b347-32625db48517 · outbound
This paper cites Eldan and O.
On deep calibration of (rough) stochastic volatility models Eldan and O
Reference 15
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 8322f740-de80-4872-8e9b-713dd59554f4 · outbound
This paper cites El Euch and M.
On deep calibration of (rough) stochastic volatility models El Euch and M
Reference 16
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 7764b6bc-471d-4661-82ac-b2475d26c860 · outbound
This paper cites Forde, H.
On deep calibration of (rough) stochastic volatility models Forde, H
Reference 17
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation ab368270-0b14-4832-a50f-c3941f138fbb · outbound
This paper cites Friedman, R.
On deep calibration of (rough) stochastic volatility models Friedman, R
Reference 18
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation c8f86df3-f1d8-4abc-a3f2-45dd66da682e · outbound
This paper cites Deeply Learning Derivatives.
On deep calibration of (rough) stochastic volatility models Deeply Learning Derivatives
Reference 19
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 79d4f1f0-173e-4fb7-954d-21775c113430 · outbound
This paper cites Foreman-Mackey, D.
On deep calibration of (rough) stochastic volatility models Foreman-Mackey, D
Reference 20
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 88790ff1-d5c8-4ad4-9557-01376e0886cc · outbound
This paper cites Foreman-Mackey, corner.py: Scatterplot matrices in Python, The Journal of Open Source Software 24, http://dx.doi.org/10.5281/zenodo.45906, 2016.
On deep calibration of (rough) stochastic volatility models Foreman-Mackey, corner.py: Scatterplot matrices in Python, The Journal of Open Source Software 24, http://dx.doi.org/10.5281/zenodo.45906, 2016
Reference 21
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation d98b8e72-c772-443e-a0fa-48cb838d06fc · outbound
This paper cites Fukasawa.
On deep calibration of (rough) stochastic volatility models Fukasawa
Reference 22
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation f3c9f616-2e45-4e84-b83c-360ae37c96fc · outbound
This paper cites Gatheral.
On deep calibration of (rough) stochastic volatility models Gatheral
Reference 23
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation c7e835ca-61ee-40be-80aa-f5afd3addfce · outbound
This paper cites Gatheral, T.
On deep calibration of (rough) stochastic volatility models Gatheral, T
Reference 24
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation b9478f16-1305-4ed2-a7b1-c770f0a49d72 · outbound
This paper cites Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing.
On deep calibration of (rough) stochastic volatility models Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing
Reference 25
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 76141f2b-818f-4e70-b718-831d0008bac8 · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 26
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 2072171a-0c58-4ca0-9f3e-b1d710fefebe · outbound
This paper cites Hagan, D.
On deep calibration of (rough) stochastic volatility models Hagan, D
Reference 27
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 0f7235a5-09c4-4898-9f36-d96aef169aac · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 28
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation bd8f2072-fb70-449e-a0d5-f6662b9ee15f · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 29
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 6b05a523-1f74-4ee7-8822-2e29d881da33 · outbound
This paper cites Hernandez.
On deep calibration of (rough) stochastic volatility models Hernandez
Reference 30
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 52adda42-879d-4233-ad17-72441574445a · outbound
This paper cites Hornik, M.
On deep calibration of (rough) stochastic volatility models Hornik, M
Reference 31
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 197059a6-808e-4f8a-ade5-262bf056208f · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 32
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 48c8c262-0cd5-436d-b47b-5347c88f1db1 · outbound
This paper cites Henry-Labord` ere.
On deep calibration of (rough) stochastic volatility models Henry-Labord` ere
Reference 33
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 0cc79e1e-fa4a-4d9b-9de0-c6e2d642728a · outbound
This paper cites Functional central limit theorems for rough volatility.
On deep calibration of (rough) stochastic volatility models Functional central limit theorems for rough volatility
Reference 34
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 928a261e-e269-47cf-be2c-a039813d66e9 · outbound
This paper cites Horvath, A.
On deep calibration of (rough) stochastic volatility models Horvath, A
Reference 35
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation b86a0e42-1d79-44f6-b222-fd85ecfa3d06 · outbound
This paper cites Horvath, O.
On deep calibration of (rough) stochastic volatility models Horvath, O
Reference 36
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation b674f6d4-3b98-4073-84a4-46b7594acae8 · outbound
This paper cites Hull and A.
On deep calibration of (rough) stochastic volatility models Hull and A
Reference 37
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 42c182cc-5c1c-4d22-877b-294f1b43bce1 · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 38
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 1643f84c-129b-465a-a6df-09911c947641 · outbound
This paper cites To sigmoid-based functional description of the volatility smile.
On deep calibration of (rough) stochastic volatility models To sigmoid-based functional description of the volatility smile
Reference 39
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 65e725ef-41c7-49c9-9c51-000301b25b4d · outbound
This paper cites Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift.
On deep calibration of (rough) stochastic volatility models Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift
Reference 40
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 64b9e875-9c2f-43ed-a9f0-b91f0654698e · outbound
This paper cites Kingman and J.
On deep calibration of (rough) stochastic volatility models Kingman and J
Reference 41
- Resolution
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 06d8724e-6808-46e6-b078-7ff0058a7833 · outbound
This paper cites Leitao Rodriguez, L.A.
On deep calibration of (rough) stochastic volatility models Leitao Rodriguez, L.A
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:42:09.066265Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 5a3f63bf-5290-4a15-afa1-8e63e283d181 · outbound
This paper cites Levenberg.
On deep calibration of (rough) stochastic volatility models Levenberg
Reference 43
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation fd9b9561-8427-4e6c-864d-fa605cf3cc16 · outbound
This paper cites Marquardt.
On deep calibration of (rough) stochastic volatility models Marquardt
Reference 44
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:42:09.030223Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 4d3d2687-6c20-41bd-b53d-1494b4b81b6f · outbound
This paper cites A neural network-based framework for financial model calibration.
On deep calibration of (rough) stochastic volatility models A neural network-based framework for financial model calibration
Reference 45
- Resolution
- verified exact
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation d59ed706-06cc-4d41-abba-7ef1642d32f6 · outbound
This paper cites an unresolved cited work.
On deep calibration of (rough) stochastic volatility models Unresolved cited work
Reference 46
- Resolution
- unresolved
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation b43444f8-a9e3-43ba-ac42-069fa929e2a1 · outbound
This paper cites McCrickerd, M.
On deep calibration of (rough) stochastic volatility models McCrickerd, M
Reference 47
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:42:08.990900Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 024e43a8-9a7e-49f4-bb31-acfd9372fc94 · outbound
This paper cites Leitao Rodriguez, A.
On deep calibration of (rough) stochastic volatility models Leitao Rodriguez, A
Reference 48
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:42:08.973348Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 3890ba9c-b41f-4e90-8d68-0a3c44e14866 · outbound
This paper cites Unbiased deep solvers for linear parametric PDEs.
On deep calibration of (rough) stochastic volatility models Unbiased deep solvers for linear parametric PDEs
Reference 49
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T11:42:08.716392Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 0dda02e2-b5af-4cea-a35b-ab91e6a5af95 · outbound
This paper cites Sirignano and K.
On deep calibration of (rough) stochastic volatility models Sirignano and K
Reference 50
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:42:08.957477Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation fe8e76e0-8d86-48cf-8eb5-ce3f2f2359dc · outbound
This paper cites Setayeshgar, and H.
On deep calibration of (rough) stochastic volatility models Setayeshgar, and H
Reference 51
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:42:08.940357Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 7b10f820-c6b2-4252-9bb0-b90530c4757a · outbound
This paper cites Shaham, A.
On deep calibration of (rough) stochastic volatility models Shaham, A
Reference 52
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T11:42:08.923976Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation cd2db02f-8e7b-4527-95aa-e2264cf1587f · outbound
This paper cites Calibrating rough volatility models: a convolutional neural network approach.
On deep calibration of (rough) stochastic volatility models Calibrating rough volatility models: a convolutional neural network approach
Reference 53
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T11:42:08.691641Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Pith citing papers
Observation ba887a38-49ae-4538-be51-2e007f04f106 · inbound
Robust financial calibration: a Bayesian approach for neural SDEs cites this paper.
Robust financial calibration: a Bayesian approach for neural SDEs On deep calibration of (rough) stochastic volatility models
Reference 5
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T20:55:49.354680Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 8d2df6a9-78df-4a45-bd05-4a211ddb90ec · inbound
Deep learning interpretability for rough volatility cites this paper.
Deep learning interpretability for rough volatility On deep calibration of (rough) stochastic volatility models
Reference 11
- Resolution
- unresolved
- no resolver link, observed 2026-08-12T10:22:36.162911Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 996c84b7-3c10-4594-a601-f317abbf870b · inbound
Multivariate Rough Volatility cites this paper.
Multivariate Rough Volatility On deep calibration of (rough) stochastic volatility models
Reference 263
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- arxiv_id, observed 2026-05-23T07:12:41.685718Z
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Deep Learning-Enhanced Calibration of the Heston Model: A Unified Framework cites this paper.
Deep Learning-Enhanced Calibration of the Heston Model: A Unified Framework On deep calibration of (rough) stochastic volatility models
Reference 2
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- arxiv_id, observed 2026-05-18T03:50:52.275360Z
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Signature-based identification of volatility models from path geometry cites this paper.
Signature-based identification of volatility models from path geometry On deep calibration of (rough) stochastic volatility models
Reference 34
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- local_arxiv, observed 2026-07-08T09:44:49.491413Z
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