Paper Citation Record · LEDGER

Fast Derivative Valuation from Volatility Surfaces using Machine Learning

As of 8 August 2026, this Paper Citation Record lists 38 of 38 outbound references and 0 inbound Pith citation observations for arXiv:2505.22957.

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

pith.paper-citation-record.v1
2505.22957 v1

Coverage vector

measured 38 of 38 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T13:05:35.690953Z

measured 38 of 38 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-07T06:34:17.273281+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

38 of 38 outbound references displayed

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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 8b452778-a172-452e-a97b-d607e52c931b · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 1

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:42.168778Z

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Observation 63e64aac-c0e6-41f3-9f2b-e5f30287f701 · outbound

This paper cites Shreve, Stochastic calculus for finance I: the binomial asset pricing model (Springer Science & Business Media, 2005).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Shreve, Stochastic calculus for finance I: the binomial asset pricing model (Springer Science & Business Media, 2005)

Reference 2

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Observation 251b3db1-7728-4284-89b5-22bd793c56d5 · outbound

This paper cites Black and M.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Black and M

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:41.798065Z

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This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-07T13:05:41.594828Z

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This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 5

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This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 6

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Observation 440f113b-2184-44c5-acb2-4c7fad4f9553 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 7

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Observation 74faf551-ae89-485e-9be8-43609b06f9e0 · outbound

This paper cites Hassani and B.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Hassani and B

Reference 8

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Observation f02b3191-a91d-4e3e-831f-9b0fd4acf6c3 · outbound

This paper cites Wilmott, S.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Wilmott, S

Reference 9

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This paper cites Derman and M.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Derman and M

Reference 10

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Observation 3cdfbc35-83bb-4357-8aa6-f860435c220d · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 11

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Observation 971a38ae-3cb6-4d5e-bfb1-c834cbbdeb4c · outbound

This paper cites Carleo, I.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Carleo, I

Reference 12

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Source-reported events for the cited work

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Observation eababe57-c31a-44d3-8d35-69bf4ddee56d · outbound

This paper cites Goodfellow, Y.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Goodfellow, Y

Reference 13

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Observation 4f27050f-9ab6-49c2-ad6a-df51d2c41cc5 · outbound

This paper cites LeCun, Y.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning LeCun, Y

Reference 14

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Observation f55392e9-52d7-4899-b299-3c2c3913dd9f · outbound

This paper cites Gatta, V.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Gatta, V

Reference 15

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Observation db9c0905-fd89-4c37-9c7c-2ff95374f765 · outbound

This paper cites Hainaut and A.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Hainaut and A

Reference 16

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Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 17

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Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 18

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Observation 36c3503f-620a-414d-8b64-e0495ea1b494 · outbound

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

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Machine Learning Algorithms for Financial Asset Price Forecasting

Reference 19

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Observation be79de20-f3d2-4c24-bb8f-54c0756a2ae0 · outbound

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Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 20

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Observation 67f6e98e-3e45-4fb3-95ce-1e3f284e67ef · outbound

This paper cites Anderson and U.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Anderson and U

Reference 21

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Observation 3b1a3a59-6eec-46cd-8847-96f8af2ab196 · outbound

This paper cites De Spiegeleer, D.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning De Spiegeleer, D

Reference 22

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Source-reported events for the cited work

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Observation d7ac4cee-1828-4519-91ef-7c19b59b809c · outbound

This paper cites Gatheral, The volatility surface: a practitioner’s guide (John Wiley & Sons, 2011).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Gatheral, The volatility surface: a practitioner’s guide (John Wiley & Sons, 2011)

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:38.231422Z

Source-reported events for the cited work

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Observation 017a89ab-cdf5-4d7b-993b-27a0a361c63b · outbound

This paper cites Gatheral and A.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Gatheral and A

Reference 24

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Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 25

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Source-reported events for the cited work

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Observation 1e297f48-bf1a-4b75-aef5-55fc58d14815 · outbound

This paper cites Demeterfi, E.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Demeterfi, E

Reference 26

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Observation 181bc760-e2cf-469c-a86e-ef6a43e0fa26 · outbound

This paper cites Dupire et al., Pricing with a smile, Risk 7, 18 (1994).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Dupire et al., Pricing with a smile, Risk 7, 18 (1994)

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:37.570931Z

Source-reported events for the cited work

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Observation c5159a8e-54ca-447e-b7e6-1eb28754cb33 · outbound

This paper cites Crank and P.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Crank and P

Reference 28

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Observation 121f7591-1a97-489f-b41e-f9e6675acafc · outbound

This paper cites Jeanblanc, M.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Jeanblanc, M

Reference 29

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Observation 21393bae-e117-4ced-80fc-24a6833b3814 · outbound

This paper cites Derman, I.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Derman, I

Reference 30

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Source-reported events for the cited work

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Observation 7c735c3e-c0d0-4508-a6af-a2485e302284 · outbound

This paper cites Ikonen and J.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Ikonen and J

Reference 31

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This paper cites Ikonen and J.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Ikonen and J

Reference 32

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Observation 0a6ec86b-6f11-4393-a298-92ea68eb8e32 · outbound

This paper cites Pedregosa, G.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Pedregosa, G

Reference 33

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Observation 55fd8c3e-014f-41de-9bef-802c8f503d99 · outbound

This paper cites API design for machine learning software: experiences from the scikit-learn project.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning API design for machine learning software: experiences from the scikit-learn project

Reference 34

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Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 35

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No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 0b66582c-8876-4f1d-ba67-8d26e8881476 · outbound

This paper cites Schweizer, On bermudan options, Advances in Fi- nance and Stochastics: Essays in Honour of Dieter Son- dermann , 257 (2002).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Schweizer, On bermudan options, Advances in Fi- nance and Stochastics: Essays in Honour of Dieter Son- dermann , 257 (2002)

Reference 36

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Observation 8f535698-2ec0-463a-87c0-286ef30e3ac0 · outbound

This paper cites an unresolved cited work.

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Unresolved cited work

Reference 37

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Observation 81422f75-15bc-4870-b87d-99c7ba0d4c60 · outbound

This paper cites Guillaume, Autocallable structured products, Journal of Derivatives 22, 73 (2015).

Fast Derivative Valuation from Volatility Surfaces using Machine Learning Guillaume, Autocallable structured products, Journal of Derivatives 22, 73 (2015)

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T13:05:36.129249Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Pith citing papers

No inbound Pith citation observations are available.