Paper Citation Record · LEDGER

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport

As of 21 August 2026, this Paper Citation Record lists 10 of 10 outbound references and 0 inbound Pith citation observations for arXiv:2607.15952.

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

pith.paper-citation-record.v1
2607.15952 v1

Coverage vector

measured 10 of 10 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-01T21:54:02.647412Z

measured 10 of 10 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-21T06:32:19.484+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

10 of 10 outbound references displayed

verified exact0
verified fuzzy0
unresolved10
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 7d8cf690-5c53-4499-8f04-f897b378dff0 · outbound

This paper cites an unresolved cited work.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Unresolved cited work

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:01.417120Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f52b21ae-0b7b-499e-b5f0-0ca06ce862e9 · outbound

This paper cites Repricing the cross smile: an analytic joint density.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Repricing the cross smile: an analytic joint density

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:01.509969Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5a22ccce-935d-41b2-9aed-baf35b9ed4b2 · outbound

This paper cites Iterative Breg- man Projections for Regularized Transportation Problems.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Iterative Breg- man Projections for Regularized Transportation Problems

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:01.611494Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8593b329-062e-468e-972e-4b0f5b1a1f37 · outbound

This paper cites Fast Exact Joint S&P 500/VIX Smile Calibration in Discrete and Continuous Time.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Fast Exact Joint S&P 500/VIX Smile Calibration in Discrete and Continuous Time

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:01.713545Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 861952e0-7c9c-4f20-bf94-e58dea0159a8 · outbound

This paper cites Sinkhorn distances: Lightspeed computation of optimal transport.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Sinkhorn distances: Lightspeed computation of optimal transport

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:01.849754Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d5fed551-9e0a-4609-b54e-8bd4c8487f02 · outbound

This paper cites Computational Optimal Transport.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Computational Optimal Transport

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:02.011821Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 339069be-2d4a-44fc-8eaa-6f3a1018cc51 · outbound

This paper cites Computational Optimal Trans- port: Complexity by Accelerated Gradient Descent Is Better Than by Sinkhorn’s Algo- rithm.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Computational Optimal Trans- port: Complexity by Accelerated Gradient Descent Is Better Than by Sinkhorn’s Algo- rithm

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:02.216873Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 26dbeeef-bf56-45cf-83b8-fb2f571ad582 · outbound

This paper cites Dispersion-constrained martingale Schr¨ odinger problems and the exact joint S&P 500/VIX smile calibration puzzle.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Dispersion-constrained martingale Schr¨ odinger problems and the exact joint S&P 500/VIX smile calibration puzzle

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:02.340268Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3be03878-773f-4849-a53d-ce03498c4035 · outbound

This paper cites Spread options, Farkas’s lemma and linear programming.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Spread options, Farkas’s lemma and linear programming

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:02.475573Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation cdfc0bad-59c2-4ad0-b474-5e75aea51513 · outbound

This paper cites Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems.

Consistent pricing of bivariate interest rate exotics via constrained Schr\"odinger optimal transport Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-01T21:54:02.647412Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.