{"as_of":"2026-08-16T05:44:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:d807ba30a25964a85197dc62382c2e362a7171a164917be8a5515e656e5180fd","coverage":[{"denominator":53,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":53,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T11:42:08.616498Z","state":"measured"},{"denominator":58,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":58,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-15T06:32:42.880941+00:00","state":"measured"},{"denominator":5,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":5,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-12T10:22:36.162911Z","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":"2026-07-08T09:44:49.489997Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"cited_work":{"arxiv_id":"1908.08806","doi":null,"metadata_source":"pith","pith_arxiv_id":"1908.08806","snapshot_observed_at":"2026-07-08T09:44:49.489997Z","title":"On deep calibration of (rough) stochastic volatility models","venue":"q-fin.MF","work_id":"0cbcef83-c24f-4022-8131-d531c2e4883e","year":2019},"citing_paper":{"arxiv_id":"2409.06551","last_updated":"2026-05-09T13:06:06Z","snapshot_observed_at":"2026-08-14T14:19:37.813835Z","submitted_at":"2024-09-10T14:27:25Z","title":"Robust financial calibration: a Bayesian approach for neural SDEs","version":5},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-05-23T20:53:56.033734Z"},"links":{"cited_paper":"/paper/1908.08806","citing_paper":"/paper/2409.06551"},"observation_digest":"sha256:5198d6703d40da3b1cecdbdb73eda73fc81ea1f46ccb8cf289c7cbd4bb69d38f","observation_id":"ba887a38-49ae-4538-be51-2e007f04f106","resolution":{"observed_at":"2026-05-23T20:55:49.354680Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1908.08806","snapshot_observed_at":"2026-08-12T10:22:36.162911Z","title":"B ayer, B","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2411.19317","last_updated":"2024-11-28T18:42:44Z","snapshot_observed_at":"2026-08-14T21:07:06.674931Z","submitted_at":"2024-11-28T18:42:44Z","title":"Deep learning interpretability for rough volatility","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-12T10:22:36.162911Z"},"links":{"cited_paper":"/paper/1908.08806","citing_paper":"/paper/2411.19317"},"observation_digest":"sha256:4fb02d7f268af15ee754f26d2484d0ac4649e030f98d66a7791d0f74e9bfdd58","observation_id":"8d2df6a9-78df-4a45-bd05-4a211ddb90ec","resolution":{"observed_at":"2026-08-12T10:22:36.162911Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"cited_work":{"arxiv_id":"1908.08806","doi":null,"metadata_source":"pith","pith_arxiv_id":"1908.08806","snapshot_observed_at":"2026-07-08T09:44:49.489997Z","title":"On deep calibration of (rough) stochastic volatility models","venue":"q-fin.MF","work_id":"0cbcef83-c24f-4022-8131-d531c2e4883e","year":2019},"citing_paper":{"arxiv_id":"2412.14353","last_updated":"2026-05-18T13:50:03Z","snapshot_observed_at":"2026-08-01T15:23:47.592342Z","submitted_at":"2024-12-18T21:40:36Z","title":"Multivariate Rough Volatility","version":4},"reference_index":263,"source":"arxiv_source","source_observed_at":"2026-05-23T07:08:10.555300Z"},"links":{"cited_paper":"/paper/1908.08806","citing_paper":"/paper/2412.14353"},"observation_digest":"sha256:490f125d9dcf8c961bf871a34e9fac1160d0a22ea331127d072b83a34aa11e1a","observation_id":"996c84b7-3c10-4594-a601-f317abbf870b","resolution":{"observed_at":"2026-05-23T07:12:41.685718Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"cited_work":{"arxiv_id":"1908.08806","doi":null,"metadata_source":"pith","pith_arxiv_id":"1908.08806","snapshot_observed_at":"2026-07-08T09:44:49.489997Z","title":"On deep calibration of (rough) stochastic volatility models","venue":"q-fin.MF","work_id":"0cbcef83-c24f-4022-8131-d531c2e4883e","year":2019},"citing_paper":{"arxiv_id":"2510.24074","last_updated":"2026-04-20T12:36:06Z","snapshot_observed_at":"2026-08-14T14:19:48.557085Z","submitted_at":"2025-10-28T05:21:55Z","title":"Deep Learning-Enhanced Calibration of the Heston Model: A Unified Framework","version":2},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-05-18T03:46:34.011659Z"},"links":{"cited_paper":"/paper/1908.08806","citing_paper":"/paper/2510.24074"},"observation_digest":"sha256:074601f185e3d8589b15a29e520719efead2e697111214c70663446959ce5d95","observation_id":"869d5071-5e13-4e82-aa76-ed472aeae49f","resolution":{"observed_at":"2026-05-18T03:50:52.275360Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"cited_work":{"arxiv_id":"1908.08806","doi":null,"metadata_source":"pith","pith_arxiv_id":"1908.08806","snapshot_observed_at":"2026-07-08T09:44:49.489997Z","title":"On deep calibration of (rough) stochastic volatility models","venue":"q-fin.MF","work_id":"0cbcef83-c24f-4022-8131-d531c2e4883e","year":2019},"citing_paper":{"arxiv_id":"2607.06340","last_updated":"2026-07-07T14:37:48Z","snapshot_observed_at":"2026-08-13T09:21:40.068596Z","submitted_at":"2026-07-07T14:37:48Z","title":"Signature-based identification of volatility models from path geometry","version":1},"reference_index":34,"source":"arxiv_source","source_observed_at":"2026-07-08T09:37:54.592301Z"},"links":{"cited_paper":"/paper/1908.08806","citing_paper":"/paper/2607.06340"},"observation_digest":"sha256:1d27940426fda74b8535c9d6f9362716b4bf225001d19035961cc69c879f66bf","observation_id":"4fc9d580-1be7-4f79-9391-88f0c26614b3","resolution":{"observed_at":"2026-07-08T09:44:49.491413Z","resolver_source":"local_arxiv","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/1908.08806/citation-record","integrity":"/paper/1908.08806/integrity","json":"/paper/1908.08806/citation-record.json","paper":"/paper/1908.08806"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:09.611842Z","title":"Al` os, J","venue":null,"work_id":"dfcd493b-0591-4a88-a0f7-6b4486c79ce4","year":2007},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.351648Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:6a2a820616ebc35649418838b1d40dd59775f6bcffe07fc1e50d25c7277a280e","observation_id":"2625d999-1af1-4a53-b669-02d7af02ca4a","resolution":{"observed_at":"2026-08-14T11:42:09.617454Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.594296Z","title":"Antonov, M","venue":null,"work_id":"0bd028f6-342a-4775-a9b0-7156f4314c9f","year":2019},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.357141Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:2e3d50c216c9e1ae4ecda3d7bf9c6047a89fcf5ce798c806fea76c223ff8fec2","observation_id":"645e53c6-2041-4b30-a6eb-53fe06edc485","resolution":{"observed_at":"2026-08-14T11:42:09.599381Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.577724Z","title":"Avellaneda, A","venue":null,"work_id":"e1316efd-5ce8-4250-a371-32974fe6aace","year":1999},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.362139Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:a3a546d873171e07bcf756e8a871352f4b5781e8bff3e21080a3d63c848c4b90","observation_id":"068fdd4b-41f2-46d8-bfb1-b7115a119c79","resolution":{"observed_at":"2026-08-14T11:42:09.582751Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1710.07481","last_updated":"2017-10-20T10:49:23Z","snapshot_observed_at":"2026-08-14T20:21:54.863503Z","submitted_at":"2017-10-20T10:49:23Z","title":"A regularity structure for rough volatility","version":1},"cited_work":{"arxiv_id":"1710.07481","doi":null,"metadata_source":"pith","pith_arxiv_id":"1710.07481","snapshot_observed_at":"2026-08-14T11:42:08.900759Z","title":"A regularity structure for rough volatility","venue":"q-fin.PR","work_id":"8e0b1c43-f68d-44d0-8ef8-c5b93fa56a3f","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.367236Z"},"links":{"cited_paper":"/paper/1710.07481","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:2676f8eb0c6fc470bc206dae623115dd08a7a0bfcb2ea14fd66306f1ea76985a","observation_id":"ce9da573-76ab-4d36-9405-86c0afecc18b","resolution":{"observed_at":"2026-08-14T11:42:08.906113Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.561938Z","title":"Bayer, P","venue":null,"work_id":"f7190460-7217-4623-9fee-117ce665bae0","year":2016},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.372852Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:4d95117cb6a08faec6b32c9c9f821ca0691eca8808765b6cce6731243a60de9a","observation_id":"a8bc04d7-01cb-4828-b20e-9aa8b237276d","resolution":{"observed_at":"2026-08-14T11:42:09.567392Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"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":"2026-08-16T03:39:43.650626Z","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:bdbba04118e2ffbf0d2e87c4bf5392aac9a87b67967a32df3497102617dbd8be","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 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1810.03399","last_updated":"2018-10-08T12:22:29Z","snapshot_observed_at":"2026-08-14T18:18:03.340726Z","submitted_at":"2018-10-08T12:22:29Z","title":"Deep calibration of rough stochastic volatility models","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1810.03399","snapshot_observed_at":"2026-08-14T11:42:08.383549Z","title":"Bayer and B","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.383549Z"},"links":{"cited_paper":"/paper/1810.03399","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:c8afdfdc268d4de1256793d84ad6326e2f4004115cbe22778e28dc0b2a0dcb06","observation_id":"0702da04-c0fe-4db3-8e1d-7f539e581b72","resolution":{"observed_at":"2026-08-14T11:42:08.383549Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:09.546951Z","title":"Bennedsen, A","venue":null,"work_id":"e7528763-84af-4fdc-b7e4-9257b75f6ec8","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.388931Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:c0331e4edf6d8ca3a84f75f4492d848aaa767a787acf01242063d4d7ef5e57a1","observation_id":"34f7d70a-8e59-4d30-825d-152f87f71970","resolution":{"observed_at":"2026-08-14T11:42:09.552125Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.527374Z","title":null,"venue":null,"work_id":"e580cd64-3d27-4107-90ee-0164e748e770","year":2015},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.394143Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:804343df3f4d55de735b0fcf3b057c632034341d40388599f082737128cf6d42","observation_id":"075933eb-4abe-41d9-94c2-66f6442d5e0a","resolution":{"observed_at":"2026-08-14T11:42:09.532640Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.510338Z","title":null,"venue":null,"work_id":"a86c6af0-0999-42ba-b253-5bd2c40681e6","year":2011},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.399191Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:b7c48b07872d4d8d346b066c2996b30aac65a7b611c5dcc49072e03c84c59997","observation_id":"46bd544f-f907-427b-bbaa-ac9980b72e42","resolution":{"observed_at":"2026-08-14T11:42:09.515180Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":"10.1002/9780470061602.eqf08002","metadata_source":"doi_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:08.661758Z","title":null,"venue":null,"work_id":"c15760e1-ef22-4acf-9076-327876dfab34","year":2010},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.404172Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:8522df3fcd8621c33981ac7a1cdf79a752841dad9e12406a6a8c8ddeffacb478","observation_id":"2e7f69c4-d2dc-454d-b976-10ed77623a05","resolution":{"observed_at":"2026-08-14T11:42:08.667726Z","resolver_source":"doi","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.493760Z","title":"Culkin and S","venue":null,"work_id":"e5f3a417-bc47-40be-9526-b5b63869c69a","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.409372Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:6f8702a63dddd93bdc4307bd5a5854a793c26e0f08c743ca338f897765a76ed7","observation_id":"086af138-3add-4fb0-9eb6-db3d04b6c53f","resolution":{"observed_at":"2026-08-14T11:42:09.499119Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.475212Z","title":"De Spiegeleer, D","venue":null,"work_id":"6e368cbd-cc75-4308-aa0a-cd2caef19a16","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.414098Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:de90da411a10f132c4d1a4ff4373c60912a0caca6a629cb262f97da529f41160","observation_id":"bccba618-0774-4dca-8ebf-7762397e5093","resolution":{"observed_at":"2026-08-14T11:42:09.480781Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.456758Z","title":"Dimitroff, D","venue":null,"work_id":"73fc57bf-0cd5-4595-8fdb-2214499a1f5e","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.418607Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:1baafde63da24d1a834b6c1345a0aca913c044dab6848579eed840138fb43640","observation_id":"b2f59022-8344-4339-83cc-d62b31370c32","resolution":{"observed_at":"2026-08-14T11:42:09.462191Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.440137Z","title":"Eldan and O","venue":null,"work_id":"356023dc-e424-4990-b367-f4a914896590","year":2016},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.423264Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:11df6329878eb2f5babcc521218794386c131b91166336d8058487138bcbc2dd","observation_id":"8e08d89a-985f-4db2-b347-32625db48517","resolution":{"observed_at":"2026-08-14T11:42:09.445224Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.422055Z","title":"El Euch and M","venue":null,"work_id":"260b6155-4a5f-4669-a990-4f74e2527073","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.427757Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:3e2e8f642c24e6d96ec7c85fc53f9a7f0c53f43e828a2714557a831a715fa623","observation_id":"8322f740-de80-4872-8e9b-713dd59554f4","resolution":{"observed_at":"2026-08-14T11:42:09.428265Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.403129Z","title":"Forde, H","venue":null,"work_id":"a584445a-790e-4ef8-84c0-19a5597c6bb5","year":null},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.432428Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:fe21e5d5cba774a75f0682a7e51e1b12c277d3894deeb38796cacf43d88f9edf","observation_id":"7764b6bc-471d-4661-82ac-b2475d26c860","resolution":{"observed_at":"2026-08-14T11:42:09.408589Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.385141Z","title":"Friedman, R","venue":null,"work_id":"6e216b76-52c3-4b2b-9fe5-b26c7799519c","year":2001},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.437446Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:ec9f221f0065ad3df12ad01b4a89cd432947c9a9dab48b20bc0623a3972b72d3","observation_id":"ab368270-0b14-4832-a50f-c3941f138fbb","resolution":{"observed_at":"2026-08-14T11:42:09.390787Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1809.02233","last_updated":"2018-10-17T20:25:14Z","snapshot_observed_at":"2026-08-14T18:31:55.144954Z","submitted_at":"2018-09-06T21:59:46Z","title":"Deeply Learning Derivatives","version":4},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1809.02233","snapshot_observed_at":"2026-08-14T11:42:08.442167Z","title":"Ferguson and A","venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.442167Z"},"links":{"cited_paper":"/paper/1809.02233","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:23be27423da4eb06a55870e238660b657cfe02411c2960fa2c53d7504423ae35","observation_id":"c8f86df3-f1d8-4abc-a3f2-45dd66da682e","resolution":{"observed_at":"2026-08-14T11:42:08.442167Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:09.365894Z","title":"Foreman-Mackey, D","venue":null,"work_id":"47e7415a-a9d9-4db4-abcc-dbfefc45de39","year":2013},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.447689Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:1f79acfacc645eea06ab6eb3160e7ec743d280758bd40c62220490c92fdf5723","observation_id":"79d4f1f0-173e-4fb7-954d-21775c113430","resolution":{"observed_at":"2026-08-14T11:42:09.372499Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:08.453255Z","title":"Foreman-Mackey, corner.py: Scatterplot matrices in Python, The Journal of Open Source Software 24, http://dx.doi.org/10.5281/zenodo.45906, 2016","venue":null,"work_id":null,"year":2016},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.453255Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:eaf831e2bc5f99274556020e73c157c7f983382a238d62b06385464b5105e0ea","observation_id":"88790ff1-d5c8-4ad4-9557-01376e0886cc","resolution":{"observed_at":"2026-08-14T11:42:08.453255Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:09.343356Z","title":"Fukasawa","venue":null,"work_id":"45dffde3-6f0f-43ef-a870-f90cfdb949a9","year":2011},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.458360Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:26406e165519e457e295c63645825372e14e46a40f6f5101afc8a32f53517ce4","observation_id":"d98b8e72-c772-443e-a0fa-48cb838d06fc","resolution":{"observed_at":"2026-08-14T11:42:09.349121Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.327507Z","title":"Gatheral","venue":null,"work_id":"0637bf09-4571-47f4-82d0-7fe212788970","year":2011},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.463036Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:e0bb9de70fa215c7e43dc077301310407d7e4e5a948052e393a73d9a94d8a8f1","observation_id":"f3c9f616-2e45-4e84-b83c-360ae37c96fc","resolution":{"observed_at":"2026-08-14T11:42:09.332472Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.306311Z","title":"Gatheral, T","venue":null,"work_id":"b7e1361f-139b-4a41-8d4e-fd269a170fa4","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.467869Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:3bd59a93ae02b4524cdc30f8d64cdb93cd64890cf6f836cf79911e9f27df1296","observation_id":"c7e835ca-61ee-40be-80aa-f5afd3addfce","resolution":{"observed_at":"2026-08-14T11:42:09.315506Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1902.04367","last_updated":"2019-02-12T13:01:32Z","snapshot_observed_at":"2026-08-14T17:17:34.673668Z","submitted_at":"2019-02-12T13:01:32Z","title":"Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1902.04367","snapshot_observed_at":"2026-08-14T11:42:08.473089Z","title":null,"venue":null,"work_id":null,"year":1902},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":25,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.473089Z"},"links":{"cited_paper":"/paper/1902.04367","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:777df3014eee1689c7afedac320a413bff28ad010248750cc3d52613d15e2ddb","observation_id":"b9478f16-1305-4ed2-a7b1-c770f0a49d72","resolution":{"observed_at":"2026-08-14T11:42:08.473089Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:08.478144Z","title":null,"venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":26,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.478144Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:1d49848a07575d3757476f268d68df4304b8a552ce1396f51d4a8ad0359c36c2","observation_id":"76141f2b-818f-4e70-b718-831d0008bac8","resolution":{"observed_at":"2026-08-14T11:42:08.478144Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:09.268016Z","title":"Hagan, D","venue":null,"work_id":"aeed96b6-29b3-45e7-a9d3-e63c96a2ae56","year":2002},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":27,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.482924Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:cd2e548ce05d9120a3f3c194827a1c57621b58fb32d725696e0a4975c8e8f850","observation_id":"2072171a-0c58-4ca0-9f3e-b1d710fefebe","resolution":{"observed_at":"2026-08-14T11:42:09.274427Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.252042Z","title":null,"venue":null,"work_id":"2e98dcc9-9bb3-4802-baa5-d52ad6949f2d","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.487877Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:bcce2c71ed65a8170751eefca7a86b7e0ad5e7231df9ff680d597a9fdfe83f81","observation_id":"0f7235a5-09c4-4898-9f36-d96aef169aac","resolution":{"observed_at":"2026-08-14T11:42:09.257142Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.236480Z","title":null,"venue":null,"work_id":"cc9c0b35-4182-4691-9078-a10b5b58d9b2","year":1993},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":29,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.493378Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:71bcbb739b3766e6343497b06fa4639dda91e59c4f408661ac810ef84ff8aa34","observation_id":"bd8f2072-fb70-449e-a0d5-f6662b9ee15f","resolution":{"observed_at":"2026-08-14T11:42:09.241405Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.220001Z","title":"Hernandez","venue":null,"work_id":"a78df577-9468-42f4-827b-a5582b7701bc","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":30,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.498062Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:7b131303f6710af464823ad3ae0c3e61235cc6f3d7d4c41b2c4546221c21b917","observation_id":"6b05a523-1f74-4ee7-8822-2e29d881da33","resolution":{"observed_at":"2026-08-14T11:42:09.225515Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.203954Z","title":"Hornik, M","venue":null,"work_id":"c094718b-2f78-46a3-a913-2614772a0259","year":1989},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":31,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.502738Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:6a37834cacd64889933007e5293a7ba5807b9e6045106ebe590d980051780943","observation_id":"52adda42-879d-4233-ad17-72441574445a","resolution":{"observed_at":"2026-08-14T11:42:09.209190Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.188506Z","title":null,"venue":null,"work_id":"214d429a-2ad1-46d3-a796-58190bd04ee3","year":1990},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":32,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.507318Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:9400ae970d5bedc272be8af981aca85dbf62367702e7e4d556337eed15d64723","observation_id":"197059a6-808e-4f8a-ade5-262bf056208f","resolution":{"observed_at":"2026-08-14T11:42:09.193460Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.170836Z","title":"Henry-Labord` ere","venue":null,"work_id":"7f691360-f906-4c88-bfc2-189fb4a242fa","year":null},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":33,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.512430Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:b5097d8bcf44440627d999e3f1f50fca9bff72f4a9e2d578fabec33dd7c131f6","observation_id":"48c8c262-0cd5-436d-b47b-5347c88f1db1","resolution":{"observed_at":"2026-08-14T11:42:09.176770Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1711.03078","last_updated":"2023-11-11T17:34:11Z","snapshot_observed_at":"2026-08-14T20:15:36.452981Z","submitted_at":"2017-11-08T18:19:12Z","title":"Functional central limit theorems for rough volatility","version":4},"cited_work":{"arxiv_id":"1711.03078","doi":null,"metadata_source":"pith","pith_arxiv_id":"1711.03078","snapshot_observed_at":"2026-08-14T11:42:08.801487Z","title":"Functional central limit theorems for rough volatility","venue":"math.PR","work_id":"d229a699-04df-4c85-b8cb-c5736cd8d344","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":34,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.517663Z"},"links":{"cited_paper":"/paper/1711.03078","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:7f61298d07254e3d1ad136d37d170df2dab5cf85b13f7a65cf2a560961685d5b","observation_id":"0cc79e1e-fa4a-4d9b-9de0-c6e2d642728a","resolution":{"observed_at":"2026-08-14T11:42:08.807243Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.154004Z","title":"Horvath, A","venue":null,"work_id":"5baf50c1-9966-4692-8258-5c84a65fcd2a","year":2019},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":35,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.522902Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:e14d4af800c80989449c4dc6d431fc7b5c00fbd148d2cd591b9871a366bd5945","observation_id":"928a261e-e269-47cf-be2c-a039813d66e9","resolution":{"observed_at":"2026-08-14T11:42:09.159977Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.135690Z","title":"Horvath, O","venue":null,"work_id":"d6b2a4b4-d3ac-4c9b-b95b-9e25c9ff49de","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":36,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.527931Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:80cf51ff7a106c0905fb066e11239f5cf539bd0743f612a3a620dab5d3d43b10","observation_id":"b86a0e42-1d79-44f6-b222-fd85ecfa3d06","resolution":{"observed_at":"2026-08-14T11:42:09.142248Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.115244Z","title":"Hull and A","venue":null,"work_id":"7fb2b63a-278c-46d5-9591-bf2a08ab91ed","year":1990},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":37,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.534005Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:d919018fdf41b072540a779c5dad330d02dc94018aee30b1e8276bbda6f9feab","observation_id":"b674f6d4-3b98-4073-84a4-46b7594acae8","resolution":{"observed_at":"2026-08-14T11:42:09.120781Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.098358Z","title":null,"venue":null,"work_id":"e5926fb4-9364-4b64-8559-f58fc5e54cfa","year":1994},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":38,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.538895Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:6fef42a74a2f4cfe68697a94005162cd5daf687635dfd1cf4849b61c6bfb48da","observation_id":"42c182cc-5c1c-4d22-877b-294f1b43bce1","resolution":{"observed_at":"2026-08-14T11:42:09.103482Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1407.0256","last_updated":"2014-12-08T00:54:16Z","snapshot_observed_at":"2026-08-14T23:28:22.154051Z","submitted_at":"2014-07-01T14:31:06Z","title":"To sigmoid-based functional description of the volatility smile","version":3},"cited_work":{"arxiv_id":"1407.0256","doi":null,"metadata_source":"pith","pith_arxiv_id":"1407.0256","snapshot_observed_at":"2026-08-14T11:42:08.777536Z","title":"To sigmoid-based functional description of the volatility smile","venue":"q-fin.MF","work_id":"c714c31a-8db2-44ee-a754-7c243a29f7e4","year":2014},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":39,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.543613Z"},"links":{"cited_paper":"/paper/1407.0256","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:dac7e9a93969ed66ac13c9fd4c3813caf0fefb2714d667e4d76928c46355f94c","observation_id":"1643f84c-129b-465a-a6df-09911c947641","resolution":{"observed_at":"2026-08-14T11:42:08.782680Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1502.03167","last_updated":"2015-03-02T20:44:12Z","snapshot_observed_at":"2026-08-12T21:01:12.961874Z","submitted_at":"2015-02-11T01:44:18Z","title":"Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift","version":3},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1502.03167","snapshot_observed_at":"2026-08-14T11:42:08.548530Z","title":"Ioffe and C","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":40,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.548530Z"},"links":{"cited_paper":"/paper/1502.03167","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:9e1a73b1a17e2a424bc31732cbdb772d18e7e59621776f1053158d01e5339a61","observation_id":"65e725ef-41c7-49c9-9c51-000301b25b4d","resolution":{"observed_at":"2026-08-14T11:42:08.548530Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T11:42:09.079684Z","title":"Kingman and J","venue":null,"work_id":"4d23cb5e-a381-4d13-9979-6a27a681967b","year":2015},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":41,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.553792Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:88d326255d5e64076075f8038fe90359646d7993950f5a7fb648f250599cd3a2","observation_id":"64b9e875-9c2f-43ed-a9f0-b91f0654698e","resolution":{"observed_at":"2026-08-14T11:42:09.086265Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.060742Z","title":"Leitao Rodriguez, L.A","venue":null,"work_id":"f5fec397-b01f-4ad1-8c9d-3153db56ea49","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":42,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.558419Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:1751992e7e4f40ae02907c4600457d18c869220788a3338485f910358910567a","observation_id":"06d8724e-6808-46e6-b078-7ff0058a7833","resolution":{"observed_at":"2026-08-14T11:42:09.066265Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.043219Z","title":"Levenberg","venue":null,"work_id":"5d0b1271-b076-44e7-82a8-34d19b0c69d0","year":1944},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.563140Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:80317275f3a884c2b8fa7fdf2dbf061bb8006a4fc446d874456142d4d45ca763","observation_id":"5a3f63bf-5290-4a15-afa1-8e63e283d181","resolution":{"observed_at":"2026-08-14T11:42:09.048706Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.023393Z","title":"Marquardt","venue":null,"work_id":"bf1be391-b437-40f9-9763-0a968b973874","year":1963},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":44,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.569215Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:04fc3ec55b2d3781ed7251eefc95a78e71d88b7cad6b004998468bf813b8fe5d","observation_id":"fd9b9561-8427-4e6c-864d-fa605cf3cc16","resolution":{"observed_at":"2026-08-14T11:42:09.030223Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1904.10523","last_updated":"2019-04-23T20:12:18Z","snapshot_observed_at":"2026-08-14T16:42:28.724750Z","submitted_at":"2019-04-23T20:12:18Z","title":"A neural network-based framework for financial model calibration","version":1},"cited_work":{"arxiv_id":"1904.10523","doi":null,"metadata_source":"pith","pith_arxiv_id":"1904.10523","snapshot_observed_at":"2026-08-14T11:42:08.733774Z","title":"A neural network-based framework for financial model calibration","venue":"q-fin.CP","work_id":"c640559b-adcb-4219-8495-68573b93a900","year":2019},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":45,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.574032Z"},"links":{"cited_paper":"/paper/1904.10523","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:ee01a490dd6152e3ddeb80099c463844ea27dc5745132a2d29aef83b7acd4880","observation_id":"4d3d2687-6c20-41bd-b53d-1494b4b81b6f","resolution":{"observed_at":"2026-08-14T11:42:08.739236Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:09.004516Z","title":null,"venue":null,"work_id":"3602f130-7cfb-4b05-a666-132d1fc6fa0c","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":46,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.579146Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:b4d1f6c87251fe0c9db8c57dd966af68b4b7a61a42f29970f67b8280e53111ca","observation_id":"d59ed706-06cc-4d41-abba-7ef1642d32f6","resolution":{"observed_at":"2026-08-14T11:42:09.010309Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:08.985426Z","title":"McCrickerd, M","venue":null,"work_id":"9fb69ee4-5104-419a-b1e5-f21f1b5088bb","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":47,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.584733Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:829c8eb1132cf5ec6a01c65eb1ae435a686baecabd7a5af1215d698d38b9dc8b","observation_id":"b43444f8-a9e3-43ba-ac42-069fa929e2a1","resolution":{"observed_at":"2026-08-14T11:42:08.990900Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:08.967902Z","title":"Leitao Rodriguez, A","venue":null,"work_id":"36d87324-cd29-4842-a43e-828202669abc","year":2017},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":48,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.589768Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:70e768c4cdbeedf1fcbb5e9fa00b8745550b692ebbd82f1822443abb34af08f7","observation_id":"024e43a8-9a7e-49f4-bb31-acfd9372fc94","resolution":{"observed_at":"2026-08-14T11:42:08.973348Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1810.05094","last_updated":"2022-01-17T09:27:05Z","snapshot_observed_at":"2026-08-14T18:16:08.363576Z","submitted_at":"2018-10-11T15:53:38Z","title":"Unbiased deep solvers for linear parametric PDEs","version":4},"cited_work":{"arxiv_id":"1810.05094","doi":null,"metadata_source":"pith","pith_arxiv_id":"1810.05094","snapshot_observed_at":"2026-08-14T11:42:08.710504Z","title":"Unbiased deep solvers for linear parametric PDEs","venue":"q-fin.CP","work_id":"cd22876d-5e77-4030-8f20-60efe93da400","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":49,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.595246Z"},"links":{"cited_paper":"/paper/1810.05094","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:d7cc2672dfe4561cf85b0f04f5ab4a51c8d82ea3aedceb4eaa05d1ffe6435587","observation_id":"3890ba9c-b41f-4e90-8d68-0a3c44e14866","resolution":{"observed_at":"2026-08-14T11:42:08.716392Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:08.951787Z","title":"Sirignano and K","venue":null,"work_id":"d8d428b5-ac17-4fae-9a55-1546ce45bd26","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":50,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.600516Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:a2515d8e63f84899e5576009eed1014385916d4b131ff9bfc808976cae8ceed7","observation_id":"0dda02e2-b5af-4cea-a35b-ab91e6a5af95","resolution":{"observed_at":"2026-08-14T11:42:08.957477Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:08.935451Z","title":"Setayeshgar, and H","venue":null,"work_id":"163dc9c6-52b3-4f94-be22-7454c8218f5b","year":2011},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":51,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.605788Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:3994f12b238b6e757219cada58295cc97472b59cc9f2734cd25a8dbba6ef9178","observation_id":"fe8e76e0-8d86-48cf-8eb5-ce3f2f2359dc","resolution":{"observed_at":"2026-08-14T11:42:08.940357Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+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":"2026-08-14T11:42:08.917269Z","title":"Shaham, A","venue":null,"work_id":"2b799f65-583d-4565-b4f9-b62464817832","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":52,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.611318Z"},"links":{"citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:320d6e40eb3a397e269cbe2a3840413264b0ed7e086a63ad955c7acef35f6ce1","observation_id":"7b10f820-c6b2-4252-9bb0-b90530c4757a","resolution":{"observed_at":"2026-08-14T11:42:08.923976Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1812.05315","last_updated":"2019-07-28T18:56:35Z","snapshot_observed_at":"2026-08-14T17:44:19.262840Z","submitted_at":"2018-12-13T08:50:07Z","title":"Calibrating rough volatility models: a convolutional neural network approach","version":3},"cited_work":{"arxiv_id":"1812.05315","doi":null,"metadata_source":"pith","pith_arxiv_id":"1812.05315","snapshot_observed_at":"2026-08-14T11:42:08.685806Z","title":"Calibrating rough volatility models: a convolutional neural network approach","venue":"q-fin.CP","work_id":"e2f92879-d26f-4851-8811-8d6ec1167617","year":2018},"citing_paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models","version":1},"reference_index":53,"source":"pdf_text","source_observed_at":"2026-08-14T11:42:08.616498Z"},"links":{"cited_paper":"/paper/1812.05315","citing_paper":"/paper/1908.08806"},"observation_digest":"sha256:0ebe233f8dbbb98fb420b6aeb9cca191ad6d4841df6d720da14068252be5a0ca","observation_id":"cd2db02f-8e7b-4527-95aa-e2264cf1587f","resolution":{"observed_at":"2026-08-14T11:42:08.691641Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"1908.08806","last_updated":"2019-08-22T16:59:24Z","latest_version":1,"primary_category":"q-fin.MF","snapshot_observed_at":"2026-08-16T03:39:43.650626Z","submitted_at":"2019-08-22T16:59:24Z","title":"On deep calibration of (rough) stochastic volatility models"},"reference_resolution":{"displayed":53,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":13,"verified_exact":8,"verified_fuzzy":32},"total_outbound_references":53},"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":"2026-08-15T06:32:42.880941+00:00","source":"crossref"},{"observed_at":"2026-08-15T06:32:39.529945+00:00","source":"retraction_watch"}],"thesis":"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."}