{ "name": "The Observatory", "tagline": "A living map of the finance-under-physical-constraint literature", "publisher": "Space Finance Institute", "licence": "CC BY 4.0", "licence_url": "https://creativecommons.org/licenses/by/4.0/", "attribution": "Space Finance Institute — The Observatory, https://www.spacefi.institute/observatory", "generated_at": "2026-07-14T03:21:21.820Z", "counts": { "works": 36, "edges": 48, "pending": 541 }, "works": [ { "id": "epps-1979", "label": "Epps 1979", "citation": "Epps, T.W. (1979). 'Comovements in Stock Prices in the Very Short Run'. Journal of the American Statistical Association 74(366).", "title": "Comovements in Stock Prices in the Very Short Run", "year": 1979, "venue": "Journal of the American Statistical Association", "strand": "finance", "delta_note": "The Epps effect: correlations decay as the horizon shrinks. The oldest empirical fingerprint of asynchronous information arrival.", "doi": null, "openalex_id": "W1974805668", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W1974805668", "is_institute": false }, { "id": "krugman-2010", "label": "Krugman 2010", "citation": "Krugman, P. (2010 [1978]). 'The Theory of Interstellar Trade'. Economic Inquiry 48(4): 1119–1123.", "title": "The Theory of Interstellar Trade", "year": 2010, "venue": "Economic Inquiry", "strand": "finance", "delta_note": "Interest parity across reference frames travelling at relativistic speed. Founded the genre, and its credibility problem: serious analysis dressed as a joke.", "doi": null, "openalex_id": "W2033462819", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W2033462819", "is_institute": false }, { "id": "budish-cramton-shim-2015", "label": "Budish et al. 2015", "citation": "Budish, E., Cramton, P. & Shim, J. (2015). 'The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response'. Quarterly Journal of Economics 130(4).", "title": "The High-Frequency Trading Arms Race", "year": 2015, "venue": "Quarterly Journal of Economics", "strand": "finance", "delta_note": "Batch auctions as the market-design answer to the speed race. The terrestrial endpoint of latency economics: when speed is the problem, redesign time.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": null, "is_institute": false }, { "id": "kirilenko-lamacie-2015", "label": "Kirilenko–Lamacie 2015", "citation": "Kirilenko, A. & Lamacie, G. (2015). 'Latency and Asset Prices'. SSRN 2546567.", "title": "Latency and Asset Prices", "year": 2015, "venue": "SSRN", "strand": "finance", "delta_note": "Time-series evidence that latency moves prices. Stops one step short of the cross-sectional question: is latency a priced factor?", "doi": null, "openalex_id": null, "ssrn_id": "2546567", "arxiv_id": null, "mpra_id": null, "url": "https://ssrn.com/abstract=2546567", "is_institute": false }, { "id": "bloss-kleinknecht-2016", "label": "Bloss–Kleinknecht 2016", "citation": "Bloss & Kleinknecht (2016). SSRN 2716997.", "title": null, "year": 2016, "venue": "SSRN", "strand": "finance", "delta_note": "Option valuation under relativistic time dilation. An early, isolated finance-side entry.", "doi": null, "openalex_id": null, "ssrn_id": "2716997", "arxiv_id": null, "mpra_id": null, "url": "https://ssrn.com/abstract=2716997", "is_institute": false }, { "id": "carvalho-gaspar-2021", "label": "Carvalho–Gaspar 2021", "citation": "Carvalho, V.H. & Gaspar, R.M. (2021). 'Relativistic Option Pricing'. International Journal of Financial Studies 9(2):32.", "title": "Relativistic Option Pricing", "year": 2021, "venue": "International Journal of Financial Studies", "strand": "finance", "delta_note": "Special relativity applied to Black–Scholes when participants sit in different reference frames: maturity and volatility dilation, worked by finance academics rather than physicists.", "doi": "10.3390/ijfs9020032", "openalex_id": "W3176832483", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.3390/ijfs9020032", "is_institute": false }, { "id": "cheah-rap-proofs-2025", "label": "Cheah Proofs 2025", "citation": "Cheah, D. (2025). 'Relativistic Asset Pricing: Mathematical Proofs and Numerical Implementation'. SSRN 5721142.", "title": "RAP: Mathematical Proofs and Numerical Implementation", "year": 2025, "venue": "SSRN", "strand": "finance", "delta_note": "The proofs-and-numerics companion to Part I. Revised July 2026.", "doi": "10.2139/ssrn.5721142", "openalex_id": "W7115582390", "ssrn_id": "5721142", "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.2139/ssrn.5721142", "is_institute": true }, { "id": "cheah-rap1-2025", "label": "Cheah RAP I 2025", "citation": "Cheah, D. (2025). 'Relativistic Asset Pricing: A Formal Treatment (Part I)'. SSRN 5693543.", "title": "Relativistic Asset Pricing: A Formal Treatment (Part I)", "year": 2025, "venue": "SSRN", "strand": "finance", "delta_note": "The formal layer: causal filtrations, no-arbitrage under an information-velocity limit, arbitrage-reach bounds. Revised July 2026.", "doi": "10.2139/ssrn.5693543", "openalex_id": "W7103751524", "ssrn_id": "5693543", "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.2139/ssrn.5693543", "is_institute": true }, { "id": "cheah-wlsm-2025", "label": "Cheah WLSM 2025", "citation": "Cheah, D. (2025). 'When Light-speed Matters: Rethinking Finance for Distributed Markets'. SSRN 5625790.", "title": "When Light-speed Matters", "year": 2025, "venue": "SSRN", "strand": "finance", "delta_note": "Extends market theory into regimes where communication delay is economically significant: light-cones replace synchronised time, causality bounds replace arbitrage bounds. The series' published thesis statement.", "doi": "10.2139/ssrn.5625790", "openalex_id": "W7103748398", "ssrn_id": "5625790", "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.2139/ssrn.5625790", "is_institute": true }, { "id": "haug-2004", "label": "Haug 2004", "citation": "Haug, E.G. (2004). 'Space-time Finance'. Wilmott Magazine.", "title": "Space-time Finance", "year": 2004, "venue": "Wilmott Magazine", "strand": "physics", "delta_note": "Relativistic corrections to volatility-time, dilation and rates, written for working quants. The practitioner-facing origin of the term.", "doi": null, "openalex_id": "W1966556634", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W1966556634", "is_institute": false }, { "id": "wissner-gross-freer-2010", "label": "Wissner-Gross–Freer 2010", "citation": "Wissner-Gross, A.D. & Freer, C.E. (2010). 'Relativistic Statistical Arbitrage'. Physical Review E 82:056104.", "title": "Relativistic Statistical Arbitrage", "year": 2010, "venue": "Physical Review E", "strand": "physics", "delta_note": "Light-speed limits make arbitrage a geography problem: optimal intermediate trading nodes between separated exchanges, mapped on a relativistic Earth.", "doi": "10.1103/PhysRevE.82.056104", "openalex_id": "W2028557892", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.1103/PhysRevE.82.056104", "is_institute": false }, { "id": "laughlin-aguirre-grundfest-2014", "label": "Laughlin et al. 2014", "citation": "Laughlin, G., Aguirre, A. & Grundfest, J. (2014). 'Information Transmission between Financial Markets in Chicago and New York'. Financial Review 49(2): 283–312.", "title": "Information Transmission between Financial Markets in Chicago and New York", "year": 2014, "venue": "Financial Review", "strand": "physics", "delta_note": "Measured the Chicago–New York microwave arms race converging on the light-speed bound. The empirical companion to the regulation debate in the same journal issue. Some index records add Michael Goldstein to the byline: he edited the issue, not the paper.", "doi": "10.1111/fire.12036", "openalex_id": "W2949855974", "ssrn_id": "2227519", "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.1111/fire.12036", "is_institute": false }, { "id": "trzetrzelewski-2017", "label": "Trzetrzelewski 2017", "citation": "Trzetrzelewski, M. (2017). 'The Relativistic Black–Scholes Model'. EPL 117: 38004.", "title": "The Relativistic Black–Scholes Model", "year": 2017, "venue": "EPL (Europhysics Letters)", "strand": "physics", "delta_note": "Black–Scholes rebuilt on finite-velocity dynamics, recovering the classical model as c approaches infinity. The physics side of the telegraph-pricing bridge.", "doi": "10.1209/0295-5075/117/38004", "openalex_id": "W1904510483", "ssrn_id": null, "arxiv_id": "1307.5122", "mpra_id": null, "url": "https://doi.org/10.1209/0295-5075/117/38004", "is_institute": false }, { "id": "lerner-2021", "label": "Lerner 2021", "citation": "Lerner, P.B. (2021). 'Transmission of Trading Orders through Communication Line with Relativistic Delay'. International Journal of Financial Studies 9(1):12.", "title": "Transmission of Trading Orders through Communication Line with Relativistic Delay", "year": 2021, "venue": "International Journal of Financial Studies", "strand": "physics", "delta_note": "Queue theory for trading signals moving at finite velocity: the signal is distorted by trading along the line itself. Found the regulation strand (cites Angel); never found the mathematics strand.", "doi": "10.3390/ijfs9010012", "openalex_id": "W3134703888", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.3390/ijfs9010012", "is_institute": false }, { "id": "abushaqra-2025", "label": "Abushaqra 2025", "citation": "Abushaqra, M. (2025). 'Quantum Time Dilation in Financial Markets: A Relativistic Framework for High-Frequency Trading and Market Perception'. SSRN 5171309.", "title": "Quantum Time Dilation in Financial Markets", "year": 2025, "venue": "SSRN", "strand": "physics", "delta_note": "Quantum time dilation meets high-frequency trading. Slight overlap with the core programme, but its existence is the point: the field is crowding.", "doi": null, "openalex_id": null, "ssrn_id": "5171309", "arxiv_id": null, "mpra_id": null, "url": "https://ssrn.com/abstract=5171309", "is_institute": false }, { "id": "petrov-2025", "label": "Petrov 2025", "citation": "Petrov, V. (2025). 'The Relativistic-Chaotic Market Hypothesis: On the Physical Impossibility of Perfect Informational Efficiency'. MPRA Paper 123835.", "title": "The Relativistic-Chaotic Market Hypothesis", "year": 2025, "venue": "MPRA", "strand": "physics", "delta_note": "Light-cone bounds plus emergent chaos make perfect informational efficiency physically impossible, with interplanetary thought experiments. States the thesis months before the SpaceFi series. Cites Wissner-Gross & Freer; cites neither Angel nor Krugman.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": "123835", "url": "https://mpra.ub.uni-muenchen.de/123835/", "is_institute": false }, { "id": "goldstein-1951", "label": "Goldstein 1951", "citation": "Goldstein, S. (1951). 'On Diffusion by Discontinuous Movements, and on the Telegraph Equation'. Quarterly Journal of Mechanics and Applied Mathematics 4(2).", "title": "On Diffusion by Discontinuous Movements, and on the Telegraph Equation", "year": 1951, "venue": "QJMAM", "strand": "maths", "delta_note": "The analytic root: diffusion with finite propagation speed, seventy years before anyone priced an option on it.", "doi": null, "openalex_id": "W2094495898", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W2094495898", "is_institute": false }, { "id": "kac-1974", "label": "Kac 1974", "citation": "Kac, M. (1974). 'A Stochastic Model Related to the Telegrapher's Equation'. Rocky Mountain Journal of Mathematics 4(3).", "title": "A Stochastic Model Related to the Telegrapher's Equation", "year": 1974, "venue": "Rocky Mountain Journal of Mathematics", "strand": "maths", "delta_note": "The probabilistic root of the telegraph process (a 1956 lecture, printed 1974). Randomised direction-switching as a model of bounded-speed motion.", "doi": null, "openalex_id": "W2012058749", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W2012058749", "is_institute": false }, { "id": "boyle-emanuel-1980", "label": "Boyle–Emanuel 1980", "citation": "Boyle, P.P. & Emanuel, D. (1980). 'Discretely Adjusted Option Hedges'. Journal of Financial Economics 8(3).", "title": "Discretely Adjusted Option Hedges", "year": 1980, "venue": "Journal of Financial Economics", "strand": "maths", "delta_note": "Hedging error from discrete rebalancing: time granularity as a priced friction, decades before anyone called it latency.", "doi": null, "openalex_id": "W2035841654", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W2035841654", "is_institute": false }, { "id": "kabanov-stricker-2006", "label": "Kabanov–Stricker 2006", "citation": "Kabanov, Y. & Stricker, C. (2006). 'The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information'. In Émery, M. & Yor, M. (eds), Séminaire de Probabilités XXXIX, Springer LNM 1874: 209–213.", "title": "The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information", "year": 2006, "venue": "Séminaire de Probabilités XXXIX", "strand": "maths", "delta_note": "The fundamental theorem of asset pricing under delayed and restricted information, proved as a named theorem. The result the physics entrants keep rediscovering without the machinery.", "doi": null, "openalex_id": "W970388078", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W970388078", "is_institute": false }, { "id": "arriojas-hu-mohammed-pap-2007", "label": "Arriojas et al. 2007", "citation": "Arriojas, M., Hu, Y., Mohammed, S.-E.A. & Pap, G. (2007). 'A Delayed Black and Scholes Formula'. Stochastic Analysis and Applications 25(2): 471–492.", "title": "A Delayed Black and Scholes Formula", "year": 2007, "venue": "Stochastic Analysis and Applications", "strand": "maths", "delta_note": "Option pricing when the underlying carries its own delay: memory in the dynamics, priced. The mathematics the latency literature needed and mostly never found.", "doi": null, "openalex_id": "W2009602427", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W2009602427", "is_institute": false }, { "id": "ratanov-2007", "label": "Ratanov 2007", "citation": "Ratanov, N. (2007). 'A Jump Telegraph Model for Option Pricing'. Quantitative Finance 7(5): 575–583.", "title": "A Jump Telegraph Model for Option Pricing", "year": 2007, "venue": "Quantitative Finance", "strand": "maths", "delta_note": "Arbitrage-free option pricing on finite-velocity dynamics via jump-telegraph martingale measures. The working core of the strand.", "doi": null, "openalex_id": "W1963875897", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W1963875897", "is_institute": false }, { "id": "kolesnik-ratanov-2013", "label": "Kolesnik–Ratanov 2013", "citation": "Kolesnik, A.D. & Ratanov, N. (2013). 'Telegraph Processes and Option Pricing'. Springer.", "title": "Telegraph Processes and Option Pricing", "year": 2013, "venue": "Springer", "strand": "maths", "delta_note": "The monograph consolidating finite-velocity price dynamics: telegraph processes, equivalent martingale measures, option pricing.", "doi": null, "openalex_id": "W642531586", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://openalex.org/W642531586", "is_institute": false }, { "id": "kolesnik-2014-4156", "label": "Kolesnik 2014", "citation": "Alexander D. Kolesnik (2014). 'The explicit probability distribution of the sum of two telegraph processes'. Stochastics and Dynamics.", "title": "The explicit probability distribution of the sum of two telegraph processes", "year": 2014, "venue": "Stochastics and Dynamics", "strand": "maths", "delta_note": "The paper derives closed-form expressions for the transition density and probability distribution function of the sum of two telegraph processes.", "doi": "10.1142/s0219493715500136", "openalex_id": "W2024464156", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.1142/s0219493715500136", "is_institute": false }, { "id": "kolesnik-2017-0947", "label": "Kolesnik 2017", "citation": "Alexander D. Kolesnik (2017). 'Linear combinations of the telegraph random processes driven by partial differential equations'. Stochastics and Dynamics.", "title": "Linear combinations of the telegraph random processes driven by partial differential equations", "year": 2017, "venue": "Stochastics and Dynamics", "strand": "maths", "delta_note": "This work contributes a system of partial differential equations for the joint probability densities of linear combinations of independent telegraph random processes.", "doi": "10.1142/s021949371850020x", "openalex_id": "W2605820947", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.1142/s021949371850020x", "is_institute": false }, { "id": "crescenzo-2018-0627", "label": "Crescenzo 2018", "citation": "Antonio Di Crescenzo, Alessandra Meoli (2018). 'On a jump-telegraph process driven by an alternating fractional Poisson process'. Journal of Applied Probability.", "title": "On a jump-telegraph process driven by an alternating fractional Poisson process", "year": 2018, "venue": "Journal of Applied Probability", "strand": "maths", "delta_note": "The authors develop a jump-telegraph process driven by a fractional alternating Poisson process with generalized Mittag-Leffler distributions.", "doi": "10.1017/jpr.2018.8", "openalex_id": "W2795180627", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.1017/jpr.2018.8", "is_institute": false }, { "id": "gregorio-2021-8263", "label": "Gregorio 2021", "citation": "Alessandro De Gregorio, Francesco Iafrate (2021). 'Telegraph random evolutions on a circle'. IRIS Research product catalog (Sapienza University of Rome).", "title": "Telegraph random evolutions on a circle", "year": 2021, "venue": "IRIS Research product catalog (Sapienza University of Rome)", "strand": "maths", "delta_note": "The paper contributes a stochastic model for the motion of a particle on a circle, generalizing the telegraph process to a circular domain.", "doi": "10.1016/j.spa.2021.07.001", "openalex_id": "W3186408263", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.1016/j.spa.2021.07.001", "is_institute": false }, { "id": "cinque-2022-3459", "label": "Fabrizio Cinque 2022", "citation": "Fabrizio Cinque (2022). 'Reflection principle for finite-velocity random motions'. Journal of Applied Probability.", "title": "Reflection principle for finite-velocity random motions", "year": 2022, "venue": "Journal of Applied Probability", "strand": "maths", "delta_note": "The work contributes a reflection principle for a wide class of symmetric random motions with finite velocities.", "doi": "10.1017/jpr.2022.58", "openalex_id": "W4311753459", "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://doi.org/10.1017/jpr.2022.58", "is_institute": false }, { "id": "mineiro-2008", "label": "Mineiro 2008", "citation": "Mineiro, M.C. (2008). 'CISG and the Final Frontier'. SSRN 1285608; IISL proceedings.", "title": "CISG and the Final Frontier", "year": 2008, "venue": "SSRN / IISL", "strand": "law_policy", "delta_note": "Sale-of-goods law under space transit: passage of risk, the handing-over problem, damage known only after delay. A legal layer that has waited eighteen years for its finance layer.", "doi": null, "openalex_id": "W1604253039", "ssrn_id": "1285608", "arxiv_id": null, "mpra_id": null, "url": "https://ssrn.com/abstract=1285608", "is_institute": false }, { "id": "space-protocol-commentary", "label": "Space Protocol comm.", "citation": "Cape Town Convention Space Assets Protocol commentary: Sundahl; Hameed; HFW briefings.", "title": null, "year": 2013, "venue": "Various", "strand": "law_policy", "delta_note": "The equipment-finance layer for space assets: registration, security interests, and why repossession doctrine breaks in orbit. Composite node; split into individual works as curation matures.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": null, "is_institute": false }, { "id": "angel-2014", "label": "Angel 2014", "citation": "Angel, J.J. (2014). 'When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation'. Financial Review 49(2).", "title": "When Finance Meets Physics", "year": 2014, "venue": "Financial Review", "strand": "law_policy", "delta_note": "The regulatory agenda for light-speed markets, set out a decade early. The strand's anchor node, which later physics entrants keep failing to find. Index records sometimes show 'Angel & Goldstein': Goldstein edited the FR 49(2) issue; the paper is single-authored.", "doi": "10.1111/fire.12035", "openalex_id": "W3123386361", "ssrn_id": null, "arxiv_id": "1401.2982", "mpra_id": null, "url": "https://doi.org/10.1111/fire.12035", "is_institute": false }, { "id": "ostp-nist-ltc-2024", "label": "OSTP/NIST LTC 2024", "citation": "OSTP memorandum directing Coordinated Lunar Time (Apr 2024); NIST lunar timescale framework (Aug 2024).", "title": "Coordinated Lunar Time policy stack", "year": 2024, "venue": "US Government", "strand": "law_policy", "delta_note": "The state building the timescale layer that any off-Earth market design will settle on. Policy infrastructure moving faster than the finance literature above it.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": null, "is_institute": false }, { "id": "tyc-2015", "label": "Tyc 2015", "citation": "Tyc, S. (2015). McKay Brothers white paper on microwave latency.", "title": null, "year": 2015, "venue": "McKay Brothers", "strand": "practice", "delta_note": "Latency economics from the operator's desk: what a microsecond costs to buy and what it earns. The grey literature the academic strands price from.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": null, "is_institute": false }, { "id": "iex-speed-bump", "label": "IEX 2016", "citation": "IEX Group — the 350-microsecond speed bump (exchange approval 2016).", "title": null, "year": 2016, "venue": "IEX", "strand": "practice", "delta_note": "Deliberately engineered latency as a fairness mechanism. The physical constraint used as a design tool rather than suffered as a cost.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": null, "is_institute": false }, { "id": "aon-wtw-space-insurance", "label": "Aon/WTW insurance", "citation": "Aon (quarterly) and WTW (annual) space insurance market reports.", "title": null, "year": null, "venue": "Industry reports", "strand": "practice", "delta_note": "Where physical risk in orbit actually gets priced today: premium volumes, loss ratios, capacity cycles. Data the theory strands never touch.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": null, "is_institute": false }, { "id": "sniper-in-mahwah", "label": "Sniper in Mahwah", "citation": "'Sniper in Mahwah' — pseudonymous blog by Alexandre Laumonier on HFT network geography.", "title": null, "year": null, "venue": "Blog", "strand": "practice", "delta_note": "Latency cartography of the exchange microwave networks, done from public records and antenna photographs. The field's unpaid surveyor.", "doi": null, "openalex_id": null, "ssrn_id": null, "arxiv_id": null, "mpra_id": null, "url": "https://sniperinmahwah.wordpress.com/", "is_institute": false } ], "edges": [ { "from": "petrov-2025", "to": "wissner-gross-freer-2010", "type": "cites", "justification": "In the MPRA reference list (verified 11 Jul 2026).", "resolved_at": null, "resolved_note": null }, { "from": "lerner-2021", "to": "angel-2014", "type": "cites", "justification": "Documented in the project record (publication conventions §9): the forward walk from Angel that would have surfaced Lerner on day one.", "resolved_at": null, "resolved_note": null }, { "from": "cinque-2022-3459", "to": "ratanov-2007", "type": "cites", "justification": "OpenAlex citation index (automated walk).", "resolved_at": null, "resolved_note": null }, { "from": "cinque-2022-3459", "to": "kolesnik-ratanov-2013", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": 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"crescenzo-2018-0627", "to": "goldstein-1951", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": null, "resolved_note": null }, { "from": "gregorio-2021-8263", "to": "kac-1974", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": null, "resolved_note": null }, { "from": "gregorio-2021-8263", "to": "goldstein-1951", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": null, "resolved_note": null }, { "from": "kolesnik-2014-4156", "to": "kac-1974", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": null, "resolved_note": null }, { "from": "kolesnik-2014-4156", "to": "goldstein-1951", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": null, "resolved_note": null }, { "from": "kolesnik-2017-0947", "to": "kac-1974", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": null, "resolved_note": null }, { "from": "kolesnik-2017-0947", "to": "goldstein-1951", "type": "cites", "justification": "OpenAlex reference list (automated cross-check).", "resolved_at": null, "resolved_note": null }, { "from": "ratanov-2007", "to": "goldstein-1951", "type": "extends", "justification": "Telegraph pricing built on the Goldstein–Kac finite-velocity process.", "resolved_at": null, "resolved_note": null }, { "from": "ratanov-2007", "to": "kac-1974", "type": "extends", "justification": "Telegraph pricing built on the Goldstein–Kac finite-velocity process.", "resolved_at": null, "resolved_note": null }, { "from": "kolesnik-ratanov-2013", "to": "ratanov-2007", "type": "extends", "justification": "Monograph consolidating the jump-telegraph pricing programme.", "resolved_at": null, "resolved_note": null }, { "from": "petrov-2025", "to": "angel-2014", "type": "should_cite", "justification": "Petrov re-derives the regulatory consequences of light-speed information limits that Angel set out in 2014. Petrov's MPRA reference list (checked 11 Jul 2026) contains no Angel: two literatures solving the same problem without touching.", "resolved_at": null, "resolved_note": null }, { "from": "petrov-2025", "to": "krugman-2010", "type": "should_cite", "justification": "Interplanetary market thought experiments with no reference to the founding interplanetary-trade analysis. No Krugman in the MPRA reference list (checked 11 Jul 2026).", "resolved_at": null, "resolved_note": null }, { "from": "lerner-2021", "to": "kabanov-stricker-2006", "type": "should_cite", "justification": "Lerner models trading under transmission delay apparently unaware the fundamental theorem of asset pricing under delayed information existed as a named theorem fifteen years earlier. The map's type specimen: physics found the regulation strand but not the mathematics strand.", "resolved_at": null, "resolved_note": null }, { "from": "cheah-wlsm-2025", "to": "petrov-2025", "type": "should_cite", "justification": "RCMH states the light-cone efficiency thesis months before the SpaceFi series. Series review lineage instruction (11 Jul 2026): acknowledge and position against it.", "resolved_at": "2026-07-14 00:36:49", "resolved_note": "resolved" }, { "from": "cheah-wlsm-2025", "to": "krugman-2010", "type": "should_cite", "justification": "Series review lineage instruction (11 Jul 2026): the interplanetary framing has a founding text; anchor to it.", "resolved_at": "2026-07-14 00:36:47", "resolved_note": "resolved" }, { "from": "cheah-wlsm-2025", "to": "haug-2004", "type": "should_cite", "justification": "Series review lineage instruction (11 Jul 2026): the term and the practitioner framing begin here.", "resolved_at": "2026-07-14 00:36:46", "resolved_note": "resolved" }, { "from": "cheah-wlsm-2025", "to": "wissner-gross-freer-2010", "type": "should_cite", "justification": "Series review lineage instruction (11 Jul 2026): relativistic arbitrage geography precedes the framework and must be cited.", "resolved_at": "2026-07-14 00:36:42", "resolved_note": "resolved" }, { "from": "cheah-wlsm-2025", "to": "angel-2014", "type": "should_cite", "justification": "Series review lineage instruction (11 Jul 2026): the regulatory agenda was set in 2014; 'first systematic treatment' claims are not defensible against it.", "resolved_at": "2026-07-14 00:36:43", "resolved_note": "resolved" }, { "from": "cheah-rap1-2025", "to": "kabanov-stricker-2006", "type": "should_cite", "justification": "The causality-bounded pricing theorem is a light-cone specialisation of the FTAP under restricted information. Series review instruction (11 Jul 2026): anchor the theorem class.", "resolved_at": "2026-07-14 00:36:44", "resolved_note": "resolved" }, { "from": "cheah-rap1-2025", "to": "angel-2014", "type": "should_cite", "justification": "RAP I's regulatory agenda substantially overlaps Angel's 2014 programme (project search log #4: high overlap). Cite and differentiate.", "resolved_at": "2026-07-14 00:36:40", "resolved_note": "resolved" }, { "from": "cheah-rap-proofs-2025", "to": "ratanov-2007", "type": "should_cite", "justification": "Jump-telegraph martingale pricing anticipates the note's finite-velocity dynamics; the series review (11 Jul 2026) directs rebuilding on this foundation.", "resolved_at": "2026-07-14 00:36:39", "resolved_note": "resolved" }, { "from": "cheah-rap-proofs-2025", "to": "trzetrzelewski-2017", "type": "should_cite", "justification": "A relativistic Black–Scholes with the classical limit already exists in the physics literature; the note must engage it.", "resolved_at": "2026-07-14 00:36:37", "resolved_note": "resolved" }, { "from": "cheah-rap-proofs-2025", "to": "kolesnik-ratanov-2013", "type": "should_cite", "justification": "The telegraph pricing monograph is the strand's consolidated reference; the note's dynamics sit inside its subject matter.", "resolved_at": "2026-07-14 00:36:38", "resolved_note": "resolved" } ] }