{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:2G7VY4ONKMSRXPSFFWNRBZYOPU","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"dd7eca93dd9bae85d151a03eee8f8da20dc166e210fb63c7287b1ee9257c7c56","cross_cats_sorted":["q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2012-06-13T20:12:59Z","title_canon_sha256":"f367d5d9d259bec80affe2c60e692de2dbc8445de71cde7b251aaba581f38227"},"schema_version":"1.0","source":{"id":"1206.2934","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1206.2934","created_at":"2026-05-18T03:48:26Z"},{"alias_kind":"arxiv_version","alias_value":"1206.2934v2","created_at":"2026-05-18T03:48:26Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1206.2934","created_at":"2026-05-18T03:48:26Z"},{"alias_kind":"pith_short_12","alias_value":"2G7VY4ONKMSR","created_at":"2026-05-18T12:26:50Z"},{"alias_kind":"pith_short_16","alias_value":"2G7VY4ONKMSRXPSF","created_at":"2026-05-18T12:26:50Z"},{"alias_kind":"pith_short_8","alias_value":"2G7VY4ON","created_at":"2026-05-18T12:26:50Z"}],"graph_snapshots":[{"event_id":"sha256:4422a1ecfb7d92be93fbe2a100e41519c4013efd4f7ee154f2b7ae192543dff4","target":"graph","created_at":"2026-05-18T03:48:26Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In the present paper, we introduce a numerical scheme for the price of a barrier option when the price of the underlying follows a diffusion process. The numerical scheme is based on an extension of a static hedging formula of barrier options. For getting the static hedging formula, the underlying process needs to have a symmetry. We introduce a way to \"symmetrize\" a given diffusion process. Then the pricing of a barrier option is reduced to that of plain options under the symmetrized process. To show how our symmetrization scheme works, we will present some numerical results applying (path-in","authors_text":"Takuya Kawagoe, Toshiki Okumura, Yuri Imamura, Yuta Ishigaki","cross_cats":["q-fin.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2012-06-13T20:12:59Z","title":"A Numerical Scheme Based on Semi-Static Hedging Strategy"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1206.2934","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:ed86bdb3699e21465fdcdbd4b584debf2fa2bfc29b05fa7f3c849fe833612a32","target":"record","created_at":"2026-05-18T03:48:26Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"dd7eca93dd9bae85d151a03eee8f8da20dc166e210fb63c7287b1ee9257c7c56","cross_cats_sorted":["q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2012-06-13T20:12:59Z","title_canon_sha256":"f367d5d9d259bec80affe2c60e692de2dbc8445de71cde7b251aaba581f38227"},"schema_version":"1.0","source":{"id":"1206.2934","kind":"arxiv","version":2}},"canonical_sha256":"d1bf5c71cd53251bbe452d9b10e70e7d25c6bfff47885200d1cc342d03b8af0e","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"d1bf5c71cd53251bbe452d9b10e70e7d25c6bfff47885200d1cc342d03b8af0e","first_computed_at":"2026-05-18T03:48:26.797150Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:48:26.797150Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"5MwwB5E/Bd5nFA/3ON10to25gjnuZ5DXxXlO1eBSTo34HASXzLIHcH+pEFPp1xQkiTPuQlIwAoqkEHvqxTJODg==","signature_status":"signed_v1","signed_at":"2026-05-18T03:48:26.797962Z","signed_message":"canonical_sha256_bytes"},"source_id":"1206.2934","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ed86bdb3699e21465fdcdbd4b584debf2fa2bfc29b05fa7f3c849fe833612a32","sha256:4422a1ecfb7d92be93fbe2a100e41519c4013efd4f7ee154f2b7ae192543dff4"],"state_sha256":"826057f0a607e29f921ea0d809d86766ac81df0a893d3b3258149b9c4e84287a"}