{"as_of":"2026-08-23T18:55:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:4923407cfed7c2c553627f5fa7c0336bc5e92bba7b4348a1a12bf93ee3b2395a","coverage":[{"denominator":0,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":3,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":3,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-23T06:30:58.430688+00:00","state":"measured"},{"denominator":3,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":3,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-02T08:28:14.144329Z","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":"2026-07-08T22:15:39.308926Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2101.04023","last_updated":"2024-01-16T07:51:23Z","snapshot_observed_at":"2026-08-20T19:26:54.346945Z","submitted_at":"2021-01-11T16:54:53Z","title":"Efficient Hamiltonian Simulation for Solving Option Price Dynamics","version":4},"cited_work":{"arxiv_id":"2101.04023","doi":null,"metadata_source":"pith","pith_arxiv_id":"2101.04023","snapshot_observed_at":"2026-07-08T22:15:39.308926Z","title":"Efficient Hamiltonian Simulation for Solving Option Price Dynamics","venue":"quant-ph","work_id":"43c8f4ee-c497-4f26-af31-41f866821431","year":2021},"citing_paper":{"arxiv_id":"2606.00581","last_updated":"2026-05-30T07:15:43Z","snapshot_observed_at":"2026-08-13T01:08:20.222452Z","submitted_at":"2026-05-30T07:15:43Z","title":"Analog photonic simulator for large-scale transport","version":1},"reference_index":80,"source":"arxiv_source","source_observed_at":"2026-06-28T18:52:01.450666Z"},"links":{"cited_paper":"/paper/2101.04023","citing_paper":"/paper/2606.00581"},"observation_digest":"sha256:ddc02a6ec232ccc9e52d59387a9f6a5c86f7e31e2ea48af3942191ad70602b83","observation_id":"62555b12-2481-44af-99a6-d21b17bcf6c4","resolution":{"observed_at":"2026-06-28T18:52:30.660127Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-23T06:30:58.430688+00:00","source":"crossref"},{"observed_at":"2026-08-23T06:30:53.778098+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2101.04023","last_updated":"2024-01-16T07:51:23Z","snapshot_observed_at":"2026-08-20T19:26:54.346945Z","submitted_at":"2021-01-11T16:54:53Z","title":"Efficient Hamiltonian Simulation for Solving Option Price Dynamics","version":4},"cited_work":{"arxiv_id":"2101.04023","doi":null,"metadata_source":"pith","pith_arxiv_id":"2101.04023","snapshot_observed_at":"2026-07-08T22:15:39.308926Z","title":"Efficient Hamiltonian Simulation for Solving Option Price Dynamics","venue":"quant-ph","work_id":"43c8f4ee-c497-4f26-af31-41f866821431","year":2021},"citing_paper":{"arxiv_id":"2607.05873","last_updated":"2026-07-17T06:25:01Z","snapshot_observed_at":"2026-08-13T10:10:24.606384Z","submitted_at":"2026-07-07T06:07:27Z","title":"Fixing Divergence in Carleman Linearization via Analytical Continuation","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-07-08T22:08:21.455010Z"},"links":{"cited_paper":"/paper/2101.04023","citing_paper":"/paper/2607.05873"},"observation_digest":"sha256:c2db16a1a59a9fd973dddce6a1803cb3234186c06d60ee1f3ed6740a525b6cd1","observation_id":"3ae2214d-e918-4544-81e4-a132b1b2c314","resolution":{"observed_at":"2026-07-08T22:15:39.310660Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-23T06:30:58.430688+00:00","source":"crossref"},{"observed_at":"2026-08-23T06:30:53.778098+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2101.04023","last_updated":"2024-01-16T07:51:23Z","snapshot_observed_at":"2026-08-20T19:26:54.346945Z","submitted_at":"2021-01-11T16:54:53Z","title":"Efficient Hamiltonian Simulation for Solving Option Price Dynamics","version":4},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2101.04023","snapshot_observed_at":"2026-08-02T08:28:14.144329Z","title":"Efficient hamiltonian simulation for solving option price dynamics,","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2607.05873","last_updated":"2026-07-17T06:25:01Z","snapshot_observed_at":"2026-08-13T10:10:24.606384Z","submitted_at":"2026-07-07T06:07:27Z","title":"Fixing Divergence in Carleman Linearization via Analytical Continuation","version":2},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-02T08:28:14.144329Z"},"links":{"cited_paper":"/paper/2101.04023","citing_paper":"/paper/2607.05873"},"observation_digest":"sha256:0105663bb19144f17292915a682f507b0b0e38bd6a0115bcdb9a189afee5dc65","observation_id":"2cfc0ef9-efe3-408a-9053-be4a7f648cc0","resolution":{"observed_at":"2026-08-02T08:28:14.144329Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/2101.04023/citation-record","integrity":"/paper/2101.04023/integrity","json":"/paper/2101.04023/citation-record.json","paper":"/paper/2101.04023"},"outbound":[],"paper":{"arxiv_id":"2101.04023","last_updated":"2024-01-16T07:51:23Z","latest_version":4,"primary_category":"quant-ph","snapshot_observed_at":"2026-08-20T19:26:54.346945Z","submitted_at":"2021-01-11T16:54:53Z","title":"Efficient Hamiltonian Simulation for Solving Option Price Dynamics"},"reference_resolution":{"displayed":0,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":0},"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":"2026-08-23T06:30:58.430688+00:00","source":"crossref"},{"observed_at":"2026-08-23T06:30:53.778098+00:00","source":"retraction_watch"}],"thesis":"As of 23 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2101.04023."}