{"as_of":"2026-08-19T04:24:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:e010ff9cff43d3be9f140fcbe70af1084472d5219d62b7416b5e25d9800f31f3","coverage":[{"denominator":21,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":21,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-15T23:15:31.806036Z","state":"measured"},{"denominator":21,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":21,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-18T06:34:40.430872+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/2505.05121/citation-record","integrity":"/paper/2505.05121/integrity","json":"/paper/2505.05121/citation-record.json","paper":"/paper/2505.05121"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:31.726430Z","title":"Abi Jaber and O","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.726430Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:2a6a2ab11f93e907efb2ccdd06f57c9b896d1485bc193265cb5320227d80baf9","observation_id":"a9573d62-81fe-4125-9425-3db48a2060b0","resolution":{"observed_at":"2026-08-15T23:15:31.726430Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.156943Z","title":"Akrivis and Y .-S","venue":null,"work_id":"13d950ea-4d21-4e6e-a00c-32cad9497da1","year":2004},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.730800Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:e2d1e77893921affd3edf39c31f0275c8fad68a3580c197447d1183d4085f2a4","observation_id":"5d46da3b-90d8-4987-9bc6-ee1f04b4fe75","resolution":{"observed_at":"2026-08-15T23:15:32.161647Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.144251Z","title":"Assabumrungrat, K","venue":null,"work_id":"5a21fa2f-1d51-4f73-87fe-f91c6a18f364","year":2024},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.734688Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:31b4f38d7fabe47730f00a487cf394b28fb20807f4aa775483f1fd0269f5923c","observation_id":"2e1080eb-4723-456a-a0c3-6615b0d01b0c","resolution":{"observed_at":"2026-08-15T23:15:32.148294Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.133363Z","title":"Becker, P","venue":null,"work_id":"77933f43-44c2-47c4-ac6b-48924ecf010f","year":2019},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.738992Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:23c0d3952235d712f516067ce60584dd1a401aa1fb43dba8bd7ab9248d33ee39","observation_id":"3b548db2-22bf-4cd5-a723-d53aa21b5bef","resolution":{"observed_at":"2026-08-15T23:15:32.136991Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:31.742714Z","title":"Black and M","venue":null,"work_id":null,"year":1973},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.742714Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:34793ef85c4e9379b636370b6fd8223a66a717916e9c31bf3e1a8e88a025a02e","observation_id":"ebd11b8e-15f2-4b1d-8ce7-4c7ae9d00192","resolution":{"observed_at":"2026-08-15T23:15:31.742714Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.114935Z","title":"Buehler, L","venue":null,"work_id":"ee17aeb8-5b0c-41b5-b7a6-7ac478f72b84","year":2019},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.746623Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:730fae70e4f6b0fcf9c7a77ca951d3b48f501975ad6091bfe96a1776641652c5","observation_id":"1995dda4-1e2e-4f4e-9d32-4972fec06019","resolution":{"observed_at":"2026-08-15T23:15:32.118713Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.101480Z","title":"DelftBlue Supercomputer (Phase 1).https: //www.tudelft.nl/dhpc/ark:/44463/DelftBluePhase1, 2022","venue":null,"work_id":"539eaf0b-ae6d-4191-b0b3-5581a5e7cfa9","year":2022},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.751283Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:fd91284f1d66d74e789faccf8e6f969d52c0a62049590c25d83c3148c9d20449","observation_id":"e898951c-3367-4c69-9f5a-6d000e835a6e","resolution":{"observed_at":"2026-08-15T23:15:32.107340Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.089033Z","title":"Fang and C","venue":null,"work_id":"c213b756-2561-4dbd-b0c3-4ccfc744e19e","year":2009},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.755774Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:e30000d3697abf7f6eb098a37a166060baa1cc9e0dedb4a511f81e7d81d0598b","observation_id":"2311fd09-932c-471a-a256-f9bfeaa77795","resolution":{"observed_at":"2026-08-15T23:15:32.093791Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.075881Z","title":null,"venue":null,"work_id":"e3d5b6e5-841e-446e-a989-84a1c04f789a","year":2023},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.759853Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:92c58ee747874882aa14fb9350eac230210ee933861ade4c9da1574603736cf6","observation_id":"f49cecec-4921-4dde-bb4c-7b904a47d261","resolution":{"observed_at":"2026-08-15T23:15:32.080226Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:31.763864Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.763864Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:ea50ba89bc8a39db59fb13e2d7dadd0edf370452dbc186ba528739a8c9807416","observation_id":"33af22dc-9a89-49c8-8839-769094b8d57c","resolution":{"observed_at":"2026-08-15T23:15:31.763864Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2408.13222","last_updated":"2024-08-23T16:57:34Z","snapshot_observed_at":"2026-08-18T07:46:09.436626Z","submitted_at":"2024-08-23T16:57:34Z","title":"An Overview on Machine Learning Methods for Partial Differential Equations: from Physics Informed Neural Networks to Deep Operator Learning","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2408.13222","snapshot_observed_at":"2026-08-15T23:15:31.768105Z","title":"Gonon, A","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.768105Z"},"links":{"cited_paper":"/paper/2408.13222","citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:cccb91d3c91dfb1e7db55c8cb29ccd0dc69cada6668945258c0cd2b966d7f103","observation_id":"51cdf79f-61d1-4598-8047-619fe0b232a2","resolution":{"observed_at":"2026-08-15T23:15:31.768105Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:31.772227Z","title":null,"venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.772227Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:d83bd7c0288f5d1fdf8d8c13ecd07472155c38d986f4b632537d369dbc5ab3e0","observation_id":"73f86ccb-ef49-4809-a4eb-2a14423f1449","resolution":{"observed_at":"2026-08-15T23:15:31.772227Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.055461Z","title":null,"venue":null,"work_id":"2906752c-862f-4716-bfd0-a203a656a892","year":1993},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.775990Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:67a28c2e10b2b8a255c28888e4713dcce327f9d089df8a67a9b5707e78e87e99","observation_id":"50f43ddb-4831-4a47-8af4-498543590bba","resolution":{"observed_at":"2026-08-15T23:15:32.060084Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2305.06000","last_updated":"2023-05-10T09:20:11Z","snapshot_observed_at":"2026-08-16T15:34:13.740098Z","submitted_at":"2023-05-10T09:20:11Z","title":"Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2305.06000","snapshot_observed_at":"2026-08-15T23:15:31.779683Z","title":"Jiang, J","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.779683Z"},"links":{"cited_paper":"/paper/2305.06000","citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:80058484bcfe29c54bbe564a7146663dc1ceca37dad4c96afb73eef8c4f5737a","observation_id":"9f143047-de1e-4df2-a68c-0c55b31d8ee9","resolution":{"observed_at":"2026-08-15T23:15:31.779683Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1412.6980","last_updated":"2017-01-30T01:27:54Z","snapshot_observed_at":"2026-08-17T19:26:44.032537Z","submitted_at":"2014-12-22T13:54:29Z","title":"Adam: A Method for Stochastic Optimization","version":9},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1412.6980","snapshot_observed_at":"2026-08-15T23:15:31.783535Z","title":null,"venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.783535Z"},"links":{"cited_paper":"/paper/1412.6980","citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:a10b167af25897560dbf950faba5a7e5b62c729b0103775645464c00d37a2126","observation_id":"8466cf96-8a14-4e00-b4da-8bb2c86d1ebe","resolution":{"observed_at":"2026-08-15T23:15:31.783535Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.044177Z","title":null,"venue":null,"work_id":"851e650d-1b38-4b76-97b9-6a22fc592135","year":2025},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.787354Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:91a0f6df13b30447b50409a84bcb5c9586bd8b7fa733b8e89e870c9b8e41697a","observation_id":"8587355e-d482-46ba-9e48-238d3483a80b","resolution":{"observed_at":"2026-08-15T23:15:32.047936Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.031675Z","title":null,"venue":null,"work_id":"b1578257-a601-4c4c-a538-242178b43ba2","year":2019},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.790906Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:169297ca443abf1603e1522205ac47cea1e334c9a9fdcf90c1592117a63023e4","observation_id":"53802ace-5b33-4a30-8913-d375412ba800","resolution":{"observed_at":"2026-08-15T23:15:32.035647Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2403.00746","last_updated":"2025-04-03T12:52:37Z","snapshot_observed_at":"2026-08-16T14:13:39.226391Z","submitted_at":"2024-03-01T18:46:26Z","title":"A time-stepping deep gradient flow method for option pricing in (rough) diffusion models","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2403.00746","snapshot_observed_at":"2026-08-15T23:15:31.794424Z","title":"Papapantoleon and J","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.794424Z"},"links":{"cited_paper":"/paper/2403.00746","citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:047fdfff2fdecfc5fe437b2abec949b68a39a2427dc28063c8fb619968882251","observation_id":"d2c9b358-89f3-40c1-977d-6563b6f165f4","resolution":{"observed_at":"2026-08-15T23:15:31.794424Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:32.017002Z","title":"Sirignano and K","venue":null,"work_id":"e903ebe4-21ba-44f9-90e0-bd3fd0a1a463","year":2018},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.798715Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:ac150d191bd4022956285b145ffcc142d940e3639f8422f4f550cf58efd60823","observation_id":"b2852381-499e-4f9b-ab40-980486aee15d","resolution":{"observed_at":"2026-08-15T23:15:32.022030Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T23:15:31.802378Z","title":"Van Mieghem, A","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.802378Z"},"links":{"citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:7c4d06b6eef98ab4b46d0d85836ed90368fcd22fa7a19315cc8e313fe8e91ca2","observation_id":"0e155975-585d-43b8-8f3f-1b7a88fb686a","resolution":{"observed_at":"2026-08-15T23:15:31.802378Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2005.13665","last_updated":"2021-01-23T18:19:33Z","snapshot_observed_at":"2026-07-06T09:23:55.119397Z","submitted_at":"2020-05-27T21:28:43Z","title":"Deep Learning for Portfolio Optimization","version":3},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2005.13665","snapshot_observed_at":"2026-08-15T23:15:31.806036Z","title":"Zhang, S","venue":null,"work_id":null,"year":2005},"citing_paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-15T23:15:31.806036Z"},"links":{"cited_paper":"/paper/2005.13665","citing_paper":"/paper/2505.05121"},"observation_digest":"sha256:d145f91cac00a2f70d3744a990c1fcd5bc27661c3da0b670156aa66284484ee3","observation_id":"8fe9e8b0-17f5-49fe-8f23-1c9757efcb90","resolution":{"observed_at":"2026-08-15T23:15:31.806036Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"paper":{"arxiv_id":"2505.05121","last_updated":"2025-05-08T10:45:59Z","latest_version":1,"primary_category":"q-fin.CP","snapshot_observed_at":"2026-08-19T03:36:15.801572Z","submitted_at":"2025-05-08T10:45:59Z","title":"Error Analysis of Deep PDE Solvers for Option Pricing"},"reference_resolution":{"displayed":21,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":14,"verified_exact":0,"verified_fuzzy":7},"total_outbound_references":21},"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":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"thesis":"As of 19 August 2026, this Paper Citation Record lists 21 of 21 outbound references and 0 inbound Pith citation observations for arXiv:2505.05121."}