Paper Citation Record · LEDGER

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks

As of 20 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 0 inbound Pith citation observations for arXiv:2504.20088.

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

pith.paper-citation-record.v1
2504.20088 v1

Coverage vector

measured 24 of 24 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-16T10:19:32.343020Z

measured 24 of 24 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-19T06:32:44.657259+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

24 of 24 outbound references displayed

verified exact0
verified fuzzy21
unresolved3
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation b9383cb7-502b-42a7-9c5f-671a5f680f55 · outbound

This paper cites Théorie de la spéculation.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Théorie de la spéculation

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.717710Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 895266f9-46e1-4747-bdb4-e99a68b1225e · outbound

This paper cites The pricing of options and corporate liabilities.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks The pricing of options and corporate liabilities

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.703381Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation d3d6f8bf-5dd5-474d-b242-436a796facb9 · outbound

This paper cites Theory of rational option pricing.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Theory of rational option pricing

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.686998Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation df70ce08-c035-4a0b-9880-5b6ca9c2eb47 · outbound

This paper cites Market and industry factors in stock price behavior.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Market and industry factors in stock price behavior

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.671063Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 6ed8d832-42c1-4223-ad57-bb28283c082e · outbound

This paper cites A non-random walk down wall street.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A non-random walk down wall street

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.656956Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 1640e420-81e6-4bee-b84e-7ee69fed4d0d · outbound

This paper cites The valuation of american put options.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks The valuation of american put options

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.641713Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 67183780-0730-445b-9cb5-b0845c255324 · outbound

This paper cites Deep neural network framework based on backward stochastic differential equations for pricing and hedging american options in high dimensions.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep neural network framework based on backward stochastic differential equations for pricing and hedging american options in high dimensions

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.626335Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation f15bad8d-0bf5-4d94-aa6a-58bc50c30da1 · outbound

This paper cites Deep optimal stopping.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep optimal stopping

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.611843Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation f26a92ba-b7e3-4b0e-9abf-886d67e5daf4 · outbound

This paper cites Stable multilevel deep neural networks for option pricing and xvas using forward-backward stochastic differential equations.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Stable multilevel deep neural networks for option pricing and xvas using forward-backward stochastic differential equations

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.596977Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 73bf6c37-00f7-44f6-bf3b-f678b05e653a · outbound

This paper cites A nonparametric approach to pricing and hedging derivative securities via learning networks.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A nonparametric approach to pricing and hedging derivative securities via learning networks

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.580968Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 728e1b34-d3e1-468c-9505-2bab77541693 · outbound

This paper cites A neural network model for estimating option prices.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A neural network model for estimating option prices

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.566238Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 4976779a-cae2-4638-ae6b-9c8868888e25 · outbound

This paper cites Pricing and hedging derivative securities with neural networks and a homogeneity hint.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Pricing and hedging derivative securities with neural networks and a homogeneity hint

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.551252Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 5c8be1e2-15e8-4065-ad1a-a26d0d749e5b · outbound

This paper cites Option pricing based on the residual neural network.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Option pricing based on the residual neural network

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.536907Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 9fb2dc1d-ea03-476a-b794-c699199e7ca8 · outbound

This paper cites Option pricing model combining ensemble learning methods and network learning structure.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Option pricing model combining ensemble learning methods and network learning structure

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.522151Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 68604a9b-1185-455c-8939-b249f9f834b4 · outbound

This paper cites Neural networks for option pricing and hedging: a literature review.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Neural networks for option pricing and hedging: a literature review

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-16T10:19:32.301030Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1f88fe50-4d19-4eed-97f4-5fca3aa3994b · outbound

This paper cites Deep learning artificial neural network for pricing multi-asset european options.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep learning artificial neural network for pricing multi-asset european options

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.505962Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 771e9d9d-ea05-4164-bd98-4c8c455e3ba8 · outbound

This paper cites Accelerated american option pricing with deep neural networks.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Accelerated american option pricing with deep neural networks

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.491135Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation e613c23b-273e-4b1f-bfb8-5e135d1a0905 · outbound

This paper cites Neural network learning of black-scholes equation for option pricing, 2024.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Neural network learning of black-scholes equation for option pricing, 2024

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.474974Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 42962ea7-a276-4aa0-b3fd-4cb9d2f359be · outbound

This paper cites Cs230: Deep learning - option pricing with deep learning, 2019.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Cs230: Deep learning - option pricing with deep learning, 2019

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.459805Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 673af897-f892-4c0a-adfd-b03b352e20e5 · outbound

This paper cites A deep learning approach for option pricing in emerging markets.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks A deep learning approach for option pricing in emerging markets

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.445034Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 00cf859b-b0ce-40ec-aabb-9cb4b98c6447 · outbound

This paper cites Deep residual learning for image recognition.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Deep residual learning for image recognition

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-16T10:19:32.329627Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ee7d1f23-3733-476c-b7f1-94b537215d9e · outbound

This paper cites Batch normalization: Accelerating deep network training by reducing internal covariate shift.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Batch normalization: Accelerating deep network training by reducing internal covariate shift

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.421049Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 58842b63-bcd5-47da-8fe9-b7a60e229b2d · outbound

This paper cites Kingma and Jimmy Ba.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Kingma and Jimmy Ba

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-16T10:19:32.338792Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 14c108ae-1f72-4d1b-8735-39c2a634eb7e · outbound

This paper cites Optuna: A next-generation hyperparameter optimization framework.

Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Optuna: A next-generation hyperparameter optimization framework

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T10:19:32.395330Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Pith citing papers

No inbound Pith citation observations are available.