Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Neural networks for option pricing and hedging: a literature review
As of 8 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 5 inbound Pith citation observations for arXiv:1911.05620.
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 2026-08-07T06:34:17.273281+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-07T10:18:58.707551Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-05-23T20:55:49.321432Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
No outbound reference observations are available for this paper version.
Pith citing papers
Observation deca2e7e-dcbf-4cf5-a4d2-c82e21958f4b · inbound
Robust financial calibration: a Bayesian approach for neural SDEs cites this paper.
Robust financial calibration: a Bayesian approach for neural SDEs Neural networks for option pricing and hedging: a literature review
Reference 42
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T20:55:49.324800Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.
Observation 050cccf0-67a9-41a2-92bd-f44f731d10cc · inbound
Option Pricing Using Ensemble Learning cites this paper.
Option Pricing Using Ensemble Learning Neural networks for option pricing and hedging: a literature review
Reference 26
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T10:18:58.707551Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation bf9e26ad-1eb0-4a19-80f5-e15c9b82211f · inbound
Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions cites this paper.
Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions Neural networks for option pricing and hedging: a literature review
Reference 410
- Resolution
- unresolved
- no resolver link, observed 2026-08-05T18:27:18.558583Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 6d3e7a84-a68b-4408-8414-d4aced79b6e6 · inbound
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 Neural networks for option pricing and hedging: a literature review
Reference 29
- Resolution
- verified exact
- arxiv_id, observed 2026-05-18T03:50:52.279541Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.
Observation ffb6ad7e-2edc-4f7b-9163-7a00721045e7 · inbound
On MUON optimization: From non-convergence to an error analysis with Polar Express and the Newton-Schulz polynomial from implementations cites this paper.
On MUON optimization: From non-convergence to an error analysis with Polar Express and the Newton-Schulz polynomial from implementations Neural networks for option pricing and hedging: a literature review
Reference 20
- Resolution
- unresolved
- no resolver link, observed 2026-08-06T21:05:41.250713Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.