Paper Citation Record · LEDGER

Deep Learning Option Pricing with Market Implied Volatility Surfaces

As of 17 August 2026, this Paper Citation Record lists 39 of 39 outbound references and 0 inbound Pith citation observations for arXiv:2509.05911.

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

pith.paper-citation-record.v1
2509.05911 v1

Coverage vector

measured 39 of 39 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-15T16:24:18.927857Z

measured 39 of 39 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 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

39 of 39 outbound references displayed

verified exact2
verified fuzzy20
unresolved17
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation a7d4bfe6-9dc0-4bba-afef-2ea612653c85 · outbound

This paper cites Black \ and\ author M.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Black \ and\ author M

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.351789Z

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.

Observation 3ab0fc32-3aaf-4cdb-b764-9f2b7d02c2ea · outbound

This paper cites Wilmott ,\ @noop title Paul Wilmott on quantitative finance \ ( publisher John Wiley & Sons ,\ year 2013 ) NoStop.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Wilmott ,\ @noop title Paul Wilmott on quantitative finance \ ( publisher John Wiley & Sons ,\ year 2013 ) NoStop

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.340546Z

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.

Observation 0612571a-b61f-4d60-a088-43f3ffeac3df · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 3

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.328417Z

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.

Observation d9fb8dd3-2a1f-4715-9b77-157343b0e12c · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.317660Z

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.

Observation 49fd0de9-eea7-436f-a54e-f30dd361bc41 · outbound

This paper cites Cont \ and\ author P.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Cont \ and\ author P

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.307345Z

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.

Observation 92ff6b9f-f36d-460c-a6cc-1b6ac6c8e0ba · outbound

This paper cites Glasserman ,\ @noop title Monte Carlo Methods in Financial Engineering \ ( publisher Springer ,\ year 2004 ) NoStop.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Glasserman ,\ @noop title Monte Carlo Methods in Financial Engineering \ ( publisher Springer ,\ year 2004 ) NoStop

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.296496Z

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.

Observation 6d79ec3f-d553-46cc-b3e5-eb9a5cd29069 · outbound

This paper cites Duffie ,\ @noop title Dynamic asset pricing theory \ ( publisher Princeton University Press ,\ year 2010 ) NoStop.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Duffie ,\ @noop title Dynamic asset pricing theory \ ( publisher Princeton University Press ,\ year 2010 ) NoStop

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.285005Z

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.

Observation 800731ca-23b5-4d0b-8f57-c104b69b7c6b · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.821889Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation add8ef7a-0717-4ce4-8b0d-474025168421 · outbound

This paper cites Goodfellow , author Y.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Goodfellow , author Y

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.825380Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a9c46cf1-d4b0-4ac7-9670-72c649530311 · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 10

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.261382Z

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.

Observation 9c42eb23-24b5-45c8-acbc-e059d7872a1d · outbound

This paper cites Liu , author C.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Liu , author C

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.251214Z

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.

Observation 520e76ec-324b-46e4-94a9-0e9dfa482a5c · outbound

This paper cites Hirsa , author T.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Hirsa , author T

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.240781Z

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.

Observation 357f912a-707f-4f1d-889e-a924bbb5b5cd · outbound

This paper cites Raissi , author P.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Raissi , author P

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.839045Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c709ba12-f8ce-4019-8867-4fc0e012bad5 · outbound

This paper cites Gatta , author V.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Gatta , author V

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.224351Z

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.

Observation 03852222-ede2-41f2-977f-2cf114863a58 · outbound

This paper cites Hainaut \ and\ author A.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Hainaut \ and\ author A

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.215145Z

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.

Observation 2e37b7e3-bdf5-48f3-bdbe-3ae8769fb553 · outbound

This paper cites Wang , author J.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Wang , author J

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.205509Z

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.

Observation 752351d7-4be5-44fb-8c38-28875888aa33 · outbound

This paper cites Bai , author T.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Bai , author T

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.195261Z

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.

Observation 1a428a4c-aa34-4304-aa38-3a40c72b483e · outbound

This paper cites De Spiegeleer , author D.

Deep Learning Option Pricing with Market Implied Volatility Surfaces De Spiegeleer , author D

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.185572Z

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.

Observation b05a7bae-f63c-4f6f-8160-17be3126694a · outbound

This paper cites Machine Learning Algorithms for Financial Asset Price Forecasting.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Machine Learning Algorithms for Financial Asset Price Forecasting

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.859117Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 38a9e8a1-3395-43d8-8813-02317b4266fb · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.175366Z

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.

Observation 64ddef4f-735b-48fd-9281-f8ae59fdadd7 · outbound

This paper cites Anderson \ and\ author U.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Anderson \ and\ author U

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.164592Z

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.

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

This paper cites Deep Learning for Exotic Option Valuation.

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.

Observation 0ebf22a6-6b1a-4e0f-951b-3796ef0348b6 · outbound

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

Deep Learning Option Pricing with Market Implied Volatility Surfaces Neural networks for option pricing and hedging: a literature review

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.873925Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f1ac2720-c905-4bbc-b2b1-f31bd33e650e · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 24

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.154369Z

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.

Observation cc0a4971-b859-442b-a144-9224d377c661 · outbound

This paper cites Culkin \ and\ author S.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Culkin \ and\ author S

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.143990Z

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.

Observation a2ed86ae-81b6-4c6c-902c-581fdbcd185d · outbound

This paper cites Tutorial on Variational Autoencoders.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Tutorial on Variational Autoencoders

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.884025Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 785ace1b-0302-496d-a34a-e4d3f2091e6b · outbound

This paper cites Pu , author Z.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Pu , author Z

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.133208Z

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.

Observation 0ad914ad-6760-4987-bfeb-996390c43da2 · outbound

This paper cites Variational Autoencoders: A Hands-Off Approach to Volatility.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Variational Autoencoders: A Hands-Off Approach to Volatility

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.891147Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fe967c20-a666-4631-97a3-89b768d05459 · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 29

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.122618Z

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.

Observation 9e4f095f-dfd7-4449-b627-06f74a8c6afb · outbound

This paper cites Gatheral \ and\ author A.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Gatheral \ and\ author A

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.112067Z

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.

Observation 4762462a-23d2-4b14-9804-6e6b595a8446 · outbound

This paper cites Fast Derivative Valuation from Volatility Surfaces using Machine Learning.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Fast Derivative Valuation from Volatility Surfaces using Machine Learning

Reference 31

Resolution: verified exact; local_arxiv, observed 2026-08-15T16:24:18.972203Z

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.

Observation 9adf149e-34ac-4340-84eb-3a42143480c4 · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 32

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.101864Z

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.

Observation 22683609-e70a-49bf-acda-4f0c6603d9b3 · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 33

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.091631Z

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.

Observation 159b6c6b-4139-4bc5-a33d-94d08a8d56a0 · outbound

This paper cites Ackerer , author N.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Ackerer , author N

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.080002Z

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.

Observation d0db7a31-b8fc-4a70-9691-5203a7f6bcc5 · outbound

This paper cites Ning , author S.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Ning , author S

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.069442Z

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.

Observation b747577c-f80b-44f8-b053-9d07bdfeb6cc · outbound

This paper cites Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders

Reference 36

Resolution: unresolved; no resolver link, observed 2026-08-15T16:24:18.918000Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2f26beb4-722e-49c4-b9d9-1c3f5826726f · outbound

This paper cites an unresolved cited work.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Unresolved cited work

Reference 37

Resolution: unresolved; raw_fallback, observed 2026-08-15T16:24:19.058953Z

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.

Observation 7b631ebf-2ea2-4ad3-aca3-7f46555e23c2 · outbound

This paper cites Fan , author A.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Fan , author A

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.048015Z

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.

Observation b4560e03-50f0-41d6-84ef-35c05e22ee3b · outbound

This paper cites Hagan , author A.

Deep Learning Option Pricing with Market Implied Volatility Surfaces Hagan , author A

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T16:24:19.037526Z

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.

Pith citing papers

No inbound Pith citation observations are available.