{"as_of":"2026-08-09T17:36:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:592c734894f69a3c5431b2aed8430869d65db1227702c798ef403bf5efecac46","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":2,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":2,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-09T06:31:02.800959+00:00","state":"measured"},{"denominator":2,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":2,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-06T20:54:11.573429Z","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":"2026-08-05T10:39:20.962588Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2407.09471","last_updated":"2025-06-13T15:59:01Z","snapshot_observed_at":"2026-07-06T18:45:31.308323Z","submitted_at":"2024-07-12T17:53:59Z","title":"A new approach to principal-agent problems with volatility control","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2407.09471","snapshot_observed_at":"2026-08-06T20:54:11.573429Z","title":"Chiusolo and E","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2507.01767","last_updated":"2025-07-02T14:47:07Z","snapshot_observed_at":"2026-08-07T11:26:40.509678Z","submitted_at":"2025-07-02T14:47:07Z","title":"Mind the jumps: when 2BSDEs meet semi-martingales","version":1},"reference_index":30,"source":"pdf_text","source_observed_at":"2026-08-06T20:54:11.573429Z"},"links":{"cited_paper":"/paper/2407.09471","citing_paper":"/paper/2507.01767"},"observation_digest":"sha256:8732f9431f2e6523776232b913a222899a52bcbdab59e18fe85367d9bc298e15","observation_id":"d89c15ad-dfc9-49c9-bf15-9ec0c02fb3fb","resolution":{"observed_at":"2026-08-06T20:54:11.573429Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2407.09471","last_updated":"2025-06-13T15:59:01Z","snapshot_observed_at":"2026-07-06T18:45:31.308323Z","submitted_at":"2024-07-12T17:53:59Z","title":"A new approach to principal-agent problems with volatility control","version":2},"cited_work":{"arxiv_id":"2407.09471","doi":null,"metadata_source":"pith","pith_arxiv_id":"2407.09471","snapshot_observed_at":"2026-08-05T10:39:20.962588Z","title":"A new approach to principal-agent problems with volatility control","venue":"math.OC","work_id":"e5fbbb7e-be40-4ca4-a74c-0bb54affeb10","year":2024},"citing_paper":{"arxiv_id":"2509.03916","last_updated":"2025-09-04T06:10:10Z","snapshot_observed_at":"2026-08-09T15:12:44.349018Z","submitted_at":"2025-09-04T06:10:10Z","title":"Regulation or Competition:Major-Minor Optimal Liquidation across Dark and Lit Pools","version":1},"reference_index":2015,"source":"pdf_text","source_observed_at":"2026-08-05T10:39:18.744860Z"},"links":{"cited_paper":"/paper/2407.09471","citing_paper":"/paper/2509.03916"},"observation_digest":"sha256:51c5291171c59e4898f2def53828ae62ef07f77ced2d8fa26cd9727e1e9f81a4","observation_id":"360526f4-b6aa-4a9e-8629-0a80d1ebf40a","resolution":{"observed_at":"2026-08-05T10:39:20.970643Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-09T06:31:02.800959+00:00","source":"crossref"},{"observed_at":"2026-08-09T06:30:57.326959+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2407.09471/citation-record","integrity":"/paper/2407.09471/integrity","json":"/paper/2407.09471/citation-record.json","paper":"/paper/2407.09471"},"outbound":[],"paper":{"arxiv_id":"2407.09471","last_updated":"2025-06-13T15:59:01Z","latest_version":2,"primary_category":"math.OC","snapshot_observed_at":"2026-07-06T18:45:31.308323Z","submitted_at":"2024-07-12T17:53:59Z","title":"A new approach to principal-agent problems with volatility control"},"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":"2026-08-09T06:31:02.800959+00:00","source":"crossref"},{"observed_at":"2026-08-09T06:30:57.326959+00:00","source":"retraction_watch"}],"thesis":"As of 9 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2407.09471."}