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Paper Citation Record · LEDGER

Tail Option Pricing Under Power Laws

As of 16 August 2026, this Paper Citation Record lists 9 of 9 outbound references and 0 inbound Pith citation observations for arXiv:1908.02347.

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

pith.paper-citation-record.v1
1908.02347 v3

Coverage vector

measured 9 of 9 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T14:56:18.873787Z

measured 9 of 9 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+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

9 of 9 outbound references displayed

  • verified exact0
  • verified fuzzy7
  • unresolved2
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 50aae492-e459-447d-a871-577efe651621 · outbound

This paper cites an unresolved cited work.

Tail Option Pricing Under Power Laws Unresolved cited work

Reference 1

Resolution
unresolved
raw_fallback, observed 2026-08-14T14:56:19.074404Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.828890Z digest=sha256:54b996cd294902ee35783d3ebeecdf539ce82cc73fd0187aa71a54d5d6dbaaf2

Observation dae2983f-8f1c-45b8-ae29-a2952b0137ac · outbound

This paper cites The pareto-levy law and the distribution of income,.

Tail Option Pricing Under Power Laws The pareto-levy law and the distribution of income,

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:56:19.056268Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.835988Z digest=sha256:767e17aa7cd1dddd418fd00920bf8fcc7fc1e27e5ea3234e357275050207729b

Observation 7698c533-b910-44dd-b45f-dcb71f8e1089 · outbound

This paper cites Structural probability bounds for the strong pareto law,.

Tail Option Pricing Under Power Laws Structural probability bounds for the strong pareto law,

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:56:19.040416Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.841582Z digest=sha256:65b6b48c9e523056c555e0b0f550b95aa42e43fcd4a767e278c0f3a0f20e5464

Observation e240071b-2f0a-4926-8f8c-978e2a7fcb4f · outbound

This paper cites an unresolved cited work.

Tail Option Pricing Under Power Laws Unresolved cited work

Reference 4

Resolution
unresolved
raw_fallback, observed 2026-08-14T14:56:19.021614Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.847013Z digest=sha256:cab2fd9767c7439774f4833495bed06538bde3fd6ebccffcbc6e67a351db15d1

Observation 087c55fb-7f11-4cbe-b549-79e71ed0fadc · outbound

This paper cites Finiteness of variance is irrelevant in the practice of quantitative finance,.

Tail Option Pricing Under Power Laws Finiteness of variance is irrelevant in the practice of quantitative finance,

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:56:18.999883Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.852789Z digest=sha256:15055f03857a9bed1b0d518c7978ca933044930d4d21407296b82515bacf2f10

Observation 71965f1c-d062-4f37-a0a1-ead27fd86025 · outbound

This paper cites Pricing with a smile,.

Tail Option Pricing Under Power Laws Pricing with a smile,

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:56:18.979333Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.857978Z digest=sha256:1750dfb9f099eba84d5936830f9cd5b0f628ca4140ee5b152a012231e2fbedde

Observation e48da27c-cdc1-4c17-9138-60bf36b9945c · outbound

This paper cites Gatheral, The Volatility Surface: a Practitioner’s Guide.

Tail Option Pricing Under Power Laws Gatheral, The Volatility Surface: a Practitioner’s Guide

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:56:18.959957Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.864138Z digest=sha256:c3200fb7c957de7a4a615aa517a9ec8914b8e3c92e5a2e5640748a3eb94b4948

Observation 08a8fb5a-d550-45ab-a9d1-7385dcf000d9 · outbound

This paper cites A guide to volatility and variance swaps,.

Tail Option Pricing Under Power Laws A guide to volatility and variance swaps,

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:56:18.938973Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.869089Z digest=sha256:bf551e3e397a986ad558dd70449277658a5cae8ffccce21fca853c9eead457a4

Observation 4fdfed5f-8257-4c70-b32b-8db4bbc6d9e7 · outbound

This paper cites Prices of state-contingent claims implicit in option prices,.

Tail Option Pricing Under Power Laws Prices of state-contingent claims implicit in option prices,

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T14:56:18.914830Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-14T14:56:18.873787Z digest=sha256:26312e4c472a3784fca250b0096b9f76e4e2c876e4cd7d3efdca6ddf4748b3c7

Pith citing papers

No inbound Pith citation observations are available.