{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2014:34OVOBM2SVXAQPTC7NT4ALXWL4","short_pith_number":"pith:34OVOBM2","schema_version":"1.0","canonical_sha256":"df1d57059a956e083e62fb67c02ef65f3a836b96c89ef0d37bdb1c647b1e44d2","source":{"kind":"arxiv","id":"1410.1664","version":1},"attestation_state":"computed","paper":{"title":"Tug-of-war, market manipulation and option pricing","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC","math.PR","q-fin.PR"],"primary_cat":"math.AP","authors_text":"Kaj Nystr\\\"om, Mikko Parviainen","submitted_at":"2014-10-07T10:23:27Z","abstract_excerpt":"We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial market. The issuer and the holder try to manipulate asset price processes in order to minimize and maximize the expected discounted reward. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the non-linear and completely degenerate infinity Laplace operator."},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1410.1664","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.AP","submitted_at":"2014-10-07T10:23:27Z","cross_cats_sorted":["math.OC","math.PR","q-fin.PR"],"title_canon_sha256":"fd28738385fed9cc8fe136930f083037d295077cba9a3c14b36c193e098e3541","abstract_canon_sha256":"0005a79198c164b393568b7141379f0a19d5e5335f53c20b6ad21003d20b4ed8"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:40:55.135614Z","signature_b64":"fv6AboxIeKBSMzoC/1kTAjzDx01vcxSFlsjtmM2TYdGgmAmQh4UQ/VUxHv5wXp8SLkt+pst/qVcExIDWbVCDBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"df1d57059a956e083e62fb67c02ef65f3a836b96c89ef0d37bdb1c647b1e44d2","last_reissued_at":"2026-05-18T02:40:55.134927Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:40:55.134927Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Tug-of-war, market manipulation and option pricing","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC","math.PR","q-fin.PR"],"primary_cat":"math.AP","authors_text":"Kaj Nystr\\\"om, Mikko Parviainen","submitted_at":"2014-10-07T10:23:27Z","abstract_excerpt":"We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial market. The issuer and the holder try to manipulate asset price processes in order to minimize and maximize the expected discounted reward. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the non-linear and completely degenerate infinity Laplace operator."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1410.1664","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1410.1664","created_at":"2026-05-18T02:40:55.135048+00:00"},{"alias_kind":"arxiv_version","alias_value":"1410.1664v1","created_at":"2026-05-18T02:40:55.135048+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1410.1664","created_at":"2026-05-18T02:40:55.135048+00:00"},{"alias_kind":"pith_short_12","alias_value":"34OVOBM2SVXA","created_at":"2026-05-18T12:28:11.866339+00:00"},{"alias_kind":"pith_short_16","alias_value":"34OVOBM2SVXAQPTC","created_at":"2026-05-18T12:28:11.866339+00:00"},{"alias_kind":"pith_short_8","alias_value":"34OVOBM2","created_at":"2026-05-18T12:28:11.866339+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4","json":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4.json","graph_json":"https://pith.science/api/pith-number/34OVOBM2SVXAQPTC7NT4ALXWL4/graph.json","events_json":"https://pith.science/api/pith-number/34OVOBM2SVXAQPTC7NT4ALXWL4/events.json","paper":"https://pith.science/paper/34OVOBM2"},"agent_actions":{"view_html":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4","download_json":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4.json","view_paper":"https://pith.science/paper/34OVOBM2","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1410.1664&json=true","fetch_graph":"https://pith.science/api/pith-number/34OVOBM2SVXAQPTC7NT4ALXWL4/graph.json","fetch_events":"https://pith.science/api/pith-number/34OVOBM2SVXAQPTC7NT4ALXWL4/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4/action/timestamp_anchor","attest_storage":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4/action/storage_attestation","attest_author":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4/action/author_attestation","sign_citation":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4/action/citation_signature","submit_replication":"https://pith.science/pith/34OVOBM2SVXAQPTC7NT4ALXWL4/action/replication_record"}},"created_at":"2026-05-18T02:40:55.135048+00:00","updated_at":"2026-05-18T02:40:55.135048+00:00"}