Paper Citation Record · LEDGER

Reaction-boundary variance and adjoint-consistent local-volatility projection

As of 16 August 2026, this Paper Citation Record lists 36 of 36 outbound references and 1 inbound Pith citation observation for arXiv:2607.05011.

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

pith.paper-citation-record.v1
2607.05011 v2

Coverage vector

measured 36 of 36 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-11T10:09:28.230770Z

measured 37 of 37 standing notices

One-hop event checks from named stored sources.

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measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-07-11T10:09:28.230770Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-07-11T12:15:01.025339Z

Reference resolution

36 of 36 outbound references displayed

verified exact3
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 082786c0-684d-4c81-9967-f4061e888f0b · outbound

This paper cites Non-unique time and market incompleteness.

Reaction-boundary variance and adjoint-consistent local-volatility projection Non-unique time and market incompleteness

Reference 1

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Observation a48a4f5d-71ef-4ea5-9cef-0695314a75c1 · outbound

This paper cites Option prices from operational-time reaction-boundary lattices.

Reaction-boundary variance and adjoint-consistent local-volatility projection Option prices from operational-time reaction-boundary lattices

Reference 2

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Observation 4b185160-bbed-491b-8f9a-a6bef36073d7 · outbound

This paper cites Unravelling the trading invariance hypothesis.

Reaction-boundary variance and adjoint-consistent local-volatility projection Unravelling the trading invariance hypothesis

Reference 3

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Observation 8b14c2e4-35d1-4975-9b8e-af072a088667 · outbound

This paper cites Statistics for Long-Memory Pro- cesses.

Reaction-boundary variance and adjoint-consistent local-volatility projection Statistics for Long-Memory Pro- cesses

Reference 4

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This paper cites The pricing of options andcorporateliabilities.

Reaction-boundary variance and adjoint-consistent local-volatility projection The pricing of options andcorporateliabilities

Reference 5

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Observation 62f8238a-e89d-4e2e-8e28-e7ff1954475b · outbound

This paper cites Diffusion equation and stochastic processes.

Reaction-boundary variance and adjoint-consistent local-volatility projection Diffusion equation and stochastic processes

Reference 6

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Observation b82d831b-07c8-4dfe-ac04-1a6ab507a83b · outbound

This paper cites How markets slowly digest changes in supply and demand, in: Handbook of Financial Markets: Dynamics and Evolution.

Reaction-boundary variance and adjoint-consistent local-volatility projection How markets slowly digest changes in supply and demand, in: Handbook of Financial Markets: Dynamics and Evolution

Reference 7

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Reaction-boundary variance and adjoint-consistent local-volatility projection Unresolved cited work

Reference 8

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Observation 258e2294-a1ff-463f-8d51-ff13ba9a6a93 · outbound

This paper cites Quanti- tative Finance 4, 176–190.

Reaction-boundary variance and adjoint-consistent local-volatility projection Quanti- tative Finance 4, 176–190

Reference 9

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

Reaction-boundary variance and adjoint-consistent local-volatility projection Prices of state-contingent claims implicit in option prices

Reference 10

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This paper cites Mimicking an Itô pro- cess by a solution of a stochastic differential equa- tion.

Reaction-boundary variance and adjoint-consistent local-volatility projection Mimicking an Itô pro- cess by a solution of a stochastic differential equa- tion

Reference 11

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Reaction-boundary variance and adjoint-consistent local-volatility projection Unresolved cited work

Reference 12

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Observation 7cab34ed-f325-44fe-91e0-87047c9e2ca2 · outbound

This paper cites Time-changed Lévy processes and option pricing.

Reaction-boundary variance and adjoint-consistent local-volatility projection Time-changed Lévy processes and option pricing

Reference 13

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Observation f91cd7fc-92d3-4d04-8d25-51b280d8de50 · outbound

This paper cites A subordinated stochastic pro- cess model with finite variance for speculative prices.

Reaction-boundary variance and adjoint-consistent local-volatility projection A subordinated stochastic pro- cess model with finite variance for speculative prices

Reference 14

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Observation 35edfc06-f704-4f52-9f76-3c70c700fe2f · outbound

This paper cites Quark level and hadronic contributions to the electric dipole moment of charged leptons in the standard model.

Reaction-boundary variance and adjoint-consistent local-volatility projection Quark level and hadronic contributions to the electric dipole moment of charged leptons in the standard model

Reference 15

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This paper cites A general version of the fundamental theorem of asset pricing.

Reaction-boundary variance and adjoint-consistent local-volatility projection A general version of the fundamental theorem of asset pricing

Reference 16

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Observation 4aa8fbb7-c765-4e3f-bc87-7351a5729442 · outbound

This paper cites A theoretical framework for the pricing of contingent claims in the presence of modeluncertainty.

Reaction-boundary variance and adjoint-consistent local-volatility projection A theoretical framework for the pricing of contingent claims in the presence of modeluncertainty

Reference 17

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This paper cites A fully consistent, minimal model for non- linear market impact.

Reaction-boundary variance and adjoint-consistent local-volatility projection A fully consistent, minimal model for non- linear market impact

Reference 18

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Reaction-boundary variance and adjoint-consistent local-volatility projection Unresolved cited work

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Observation 62a3bc8c-afc3-4512-a0e3-b4fb2231521d · outbound

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Reaction-boundary variance and adjoint-consistent local-volatility projection Dynamic Asset Pricing Theory

Reference 20

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Reaction-boundary variance and adjoint-consistent local-volatility projection Pricing with a smile

Reference 21

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Reaction-boundary variance and adjoint-consistent local-volatility projection Markov Processes, Volume I

Reference 22

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Reaction-boundary variance and adjoint-consistent local-volatility projection Markov Processes: Characterization and Convergence

Reference 23

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Reaction-boundary variance and adjoint-consistent local-volatility projection An Introduction to Probability The- ory and Its Applications, Volume 2

Reference 24

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Observation 0dd0e128-f29f-4319-8eeb-6aa0be87d925 · outbound

This paper cites The Volatility Surface: A Practi- tioner’s Guide.

Reaction-boundary variance and adjoint-consistent local-volatility projection The Volatility Surface: A Practi- tioner’s Guide

Reference 25

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Reaction-boundary variance and adjoint-consistent local-volatility projection Reaction-boundary variance and adjoint-consistent local-volatility projection

Reference 26

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Reaction-boundary variance and adjoint-consistent local-volatility projection Table of Inte- grals, Series, and Products

Reference 27

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Reaction-boundary variance and adjoint-consistent local-volatility projection Mimicking the one-dimensional marginal distributions of processes having an Itô dif- ferential

Reference 28

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Reaction-boundary variance and adjoint-consistent local-volatility projection Martingales and stochastic integrals in the theory of continuous trad- ing

Reference 29

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Reaction-boundary variance and adjoint-consistent local-volatility projection Theoryforlong memory in supply and demand

Reference 30

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Reaction-boundary variance and adjoint-consistent local-volatility projection Agent-based models for latent liquidity and concave price impact

Reference 31

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Reaction-boundary variance and adjoint-consistent local-volatility projection Theory of rational option pric- ing

Reference 32

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This paper cites An Introduction to the Fractional Calculus and Fractional Differential Equa- tions.

Reaction-boundary variance and adjoint-consistent local-volatility projection An Introduction to the Fractional Calculus and Fractional Differential Equa- tions

Reference 33

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Reaction-boundary variance and adjoint-consistent local-volatility projection Spectral Analysis and Time Series

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Reaction-boundary variance and adjoint-consistent local-volatility projection Anomalous price impact and the critical nature of liquidity in financial markets

Reference 35

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Reaction-boundary variance and adjoint-consistent local-volatility projection Asymptotic Approximations of Inte- grals

Reference 36

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Pith citing papers

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