Integrity report for Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility

A machine-verified record of the checks Pith has run against this paper: detector runs, findings, signed bundle events, and canonical identifiers.

arXiv:2605.13998 · pith:2026:X6KSKWCJAI5SULRACRSBYDLC7T

0Critical

0Advisory

4Detectors run

2026-05-21Last checked

Paper page arXiv integrity.json bundle.json

Detector runs

doi_title_agreement completed v1.0.0 · findings 0 · 2026-05-21 10:31:40.725981+00:00

doi_compliance completed v1.0.0 · findings 0 · 2026-05-21 08:02:34.599796+00:00

claim_evidence completed v1.0.0 · findings 0 · 2026-05-20 20:02:12.362229+00:00

ai_meta_artifact completed v1.0.0 · findings 0 · 2026-05-19 07:37:22.530016+00:00

Findings

No public integrity findings for this paper.

Signed record

The machine-readable record for this paper lives at /pith/X6KSKWCJ/integrity.json. Pith Number bundles also include signed pith.integrity.v1 events where a Pith Number exists.