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Paper Citation Record · LEDGER

Deep learning calibration of option pricing models: some pitfalls and solutions

As of 18 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:1906.03507.

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

pith.paper-citation-record.v1
1906.03507 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 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 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T19:10:54.464192Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-12T10:23:01.242411Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
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  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation c019d1fb-dbfe-4636-86af-6bab9d3860ed · inbound

Deep learning interpretability for rough volatility cites this paper.

Deep learning interpretability for rough volatility Deep learning calibration of option pricing models: some pitfalls and solutions

Reference 28

Resolution
verified exact
local_arxiv, observed 2026-08-12T10:23:01.245624Z

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.

source=pdf_text observed=2026-08-12T10:22:36.214813Z digest=sha256:ced9f257a58d562b118a32bfa9b70b94f8e3698f918e38a07ff4affd21204e39

Observation 7312180f-2386-498c-b1a0-0e7eeec51f06 · inbound

Empirical Models of the Time Evolution of SPX Option Prices cites this paper.

Empirical Models of the Time Evolution of SPX Option Prices Deep learning calibration of option pricing models: some pitfalls and solutions

Reference 8

Resolution
unresolved
no resolver link, observed 2026-08-15T19:10:54.464192Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-15T19:10:54.464192Z digest=sha256:87c8ca31d5fd90f4b87dfea4e195702770fe9987595e8a9647960f0edf11e616