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Paper Citation Record · LEDGER

Deep Learning for Exotic Option Valuation

As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2103.12551.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2103.12551 v2

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T19:10:54.444589Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: pith, observed 2026-08-15T16:24:19.012318Z

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 1408cde3-387f-47eb-bfac-a3ee96d2bbe3 · inbound

Empirical Models of the Time Evolution of SPX Option Prices cites this paper.

Empirical Models of the Time Evolution of SPX Option Prices Deep Learning for Exotic Option Valuation

Reference 2020

Resolution
unresolved
no resolver link, observed 2026-08-15T19:10:54.444589Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-15T19:10:54.444589Z digest=sha256:3a0fd143b5d2cce2321c4460014b4b90c206ecd36af80141ff8814188898db5d

Observation 646cb0a8-1637-4df5-ad96-1b15729ecd6a · inbound

Deep Learning Option Pricing with Market Implied Volatility Surfaces cites this paper.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Deep Learning for Exotic Option Valuation

Reference 22

Resolution
verified exact
local_arxiv, observed 2026-08-15T16:24:19.016433Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=arxiv_source observed=2026-08-15T16:24:18.870279Z digest=sha256:7db5b228e595a0c25b807edd1ef836e53328be6d294c1e1cc9471c94fe469b8d