{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:3SDQX637AXV3T56RSOPE5XLUZG","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":"96f7d676ac863171d50205c20ee91b257cbe11152fc8370eb96bdc97e9a4948c","cross_cats_sorted":["q-fin.GN"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-04T01:01:23Z","title_canon_sha256":"7bbbd3607671b7431b6a5cc2600a7690f8407f0e39a9e460832c0804f6fd6ac2"},"schema_version":"1.0","source":{"id":"1310.1142","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1310.1142","created_at":"2026-05-18T02:58:32Z"},{"alias_kind":"arxiv_version","alias_value":"1310.1142v2","created_at":"2026-05-18T02:58:32Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1310.1142","created_at":"2026-05-18T02:58:32Z"},{"alias_kind":"pith_short_12","alias_value":"3SDQX637AXV3","created_at":"2026-05-18T12:27:32Z"},{"alias_kind":"pith_short_16","alias_value":"3SDQX637AXV3T56R","created_at":"2026-05-18T12:27:32Z"},{"alias_kind":"pith_short_8","alias_value":"3SDQX637","created_at":"2026-05-18T12:27:32Z"}],"graph_snapshots":[{"event_id":"sha256:231c3e7f3da9886d30e42d36beea81c8acabe67197189044992a649496d855d7","target":"graph","created_at":"2026-05-18T02:58:32Z","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":"This paper addresses the question of how an arbitrage-free semimartingale model is affected when stopped at a random horizon. We focus on No-Unbounded-Profit-with-Bounded-Risk (called NUPBR hereafter) concept, which is also known in the literature as the first kind of non-arbitrage. For this non-arbitrage notion, we obtain two principal results. The first result lies in describing the pairs of market model and random time for which the resulting stopped model fulfills NUPBR condition. The second main result characterises the random time models that preserve the NUPBR property after stopping fo","authors_text":"Anna Aksamit, Jun Deng, Monique Jeanblanc, Tahir Choulli","cross_cats":["q-fin.GN"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-04T01:01:23Z","title":"Non-Arbitrage up to Random Horizon for Semimartingale Models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1310.1142","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":"sha256:5190996dfac354fd2104ec0f88918755ee601b964573ed0415ed80528645bf2c","target":"record","created_at":"2026-05-18T02:58:32Z","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":"96f7d676ac863171d50205c20ee91b257cbe11152fc8370eb96bdc97e9a4948c","cross_cats_sorted":["q-fin.GN"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-04T01:01:23Z","title_canon_sha256":"7bbbd3607671b7431b6a5cc2600a7690f8407f0e39a9e460832c0804f6fd6ac2"},"schema_version":"1.0","source":{"id":"1310.1142","kind":"arxiv","version":2}},"canonical_sha256":"dc870bfb7f05ebb9f7d1939e4edd74c9b93a5f41b9c586b8e14e240d4f3a5f44","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"dc870bfb7f05ebb9f7d1939e4edd74c9b93a5f41b9c586b8e14e240d4f3a5f44","first_computed_at":"2026-05-18T02:58:32.377642Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:58:32.377642Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jVYk4d9Od9UkWq+cU0IAN6OhfBnJbIByOYLQnoGExx7gA5DU4QJc5CDvrbs2+FiuFRXdT3lKNCG4f5pSkYt8Cw==","signature_status":"signed_v1","signed_at":"2026-05-18T02:58:32.378254Z","signed_message":"canonical_sha256_bytes"},"source_id":"1310.1142","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5190996dfac354fd2104ec0f88918755ee601b964573ed0415ed80528645bf2c","sha256:231c3e7f3da9886d30e42d36beea81c8acabe67197189044992a649496d855d7"],"state_sha256":"bf5a96634600c26f7b5bbc82daa22dbd9d6952adef8618b15b0bfdfa4f111ffe"}