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Paper Citation Record · LEDGER

Physics Informed Neural Network for Option Pricing

As of 14 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2312.06711.

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

pith.paper-citation-record.v1
2312.06711 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 3 of 3 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-14T06:32:32.682623+00:00

measured 3 of 3 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-12T13:00:57.675541Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-03T21:58:59.120126Z

Reference resolution

0 of 0 outbound references displayed

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  • verified fuzzy0
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  • malformed identifier0
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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 b406b23c-fbcf-481e-b929-18b90590c4ab · inbound

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates cites this paper.

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates Physics Informed Neural Network for Option Pricing

Reference 58

Resolution
unresolved
no resolver link, observed 2026-08-12T13:00:57.675541Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-12T13:00:57.675541Z digest=sha256:bd94357a623cebb0b49587053465b92fc21181732c7c9c98de8768d618e51869

Observation e6fff59f-0bc0-42ac-86a3-727b469b415e · inbound

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction cites this paper.

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction Physics Informed Neural Network for Option Pricing

Reference 15

Resolution
verified exact
arxiv_id, observed 2026-07-01T21:06:14.376338Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-06-28T17:28:17.334773Z digest=sha256:0c53c9a0ef34c79a11e6207f9fcd5ba2ebc570fbd7b75bfc792b9a108690c610

Observation 7ea02fc8-a002-46b6-9b03-96b38d6e36ae · inbound

INI-VPINN: A Variational Physics-Informed Neural Network with Implicit Neumann and Interface Handling for Multi-Material Domains with Geometric Singularities cites this paper.

INI-VPINN: A Variational Physics-Informed Neural Network with Implicit Neumann and Interface Handling for Multi-Material Domains with Geometric Singularities Physics Informed Neural Network for Option Pricing

Reference 4

Resolution
verified exact
arxiv_id, observed 2026-07-03T21:58:59.121846Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-06-26T23:55:10.431927Z digest=sha256:0a062e47d047f6a984a7da97d9d712ebdd24bac11d7e4d97172a70f694583ca1