Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Pricing American options under rough volatility using deep-signatures and signature-kernels
As of 9 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 4 inbound Pith citation observations for arXiv:2501.06758.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-07-11T22:30:56.215139Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-06-30T03:24:12.722113Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- 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 63f6524c-9887-4341-a3c0-5c6c68e63ead · inbound
The Volterra signature cites this paper.
The Volterra signature Pricing American options under rough volatility using deep-signatures and signature-kernels
Reference 14
- Resolution
- verified exact
- arxiv_id, observed 2026-05-22T11:36:29.107130Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.
Observation 4d416b39-04ca-4362-ae23-97bde31ea76d · inbound
Valuation of variable annuities under the Volterra mortality and rough Heston models cites this paper.
Valuation of variable annuities under the Volterra mortality and rough Heston models Pricing American options under rough volatility using deep-signatures and signature-kernels
Reference 2
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-05-13T22:28:21.202044Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.
Observation 62ecca17-024b-4741-94ba-0b9c60e0ec47 · inbound
Affine Structure of the Brownian Signature cites this paper.
Affine Structure of the Brownian Signature Pricing American options under rough volatility using deep-signatures and signature-kernels
Reference 35
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-06-30T03:24:12.723413Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.
Observation e1a68158-2bf1-4f35-8800-88f4b5558cfc · inbound
Stochastic control with signatures via Riccati equations on the tensor algebra cites this paper.
Stochastic control with signatures via Riccati equations on the tensor algebra Pricing American options under rough volatility using deep-signatures and signature-kernels
Reference 35
- Resolution
- unresolved
- no resolver link, observed 2026-07-11T22:30:56.215139Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.