{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:3WGKSFRCUEPHXORRWFLUADSQRB","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":"43e9a564e9835d09c60da88a4e3e656f4a2e55591c9c707c23201468d1b52d67","cross_cats_sorted":["math.NA"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2014-04-21T08:13:21Z","title_canon_sha256":"d36bec357ec9d3abfa2efb1d93afdea5f3e3b7fab5832d791d411d2a12c8b227"},"schema_version":"1.0","source":{"id":"1404.5138","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1404.5138","created_at":"2026-05-18T02:52:13Z"},{"alias_kind":"arxiv_version","alias_value":"1404.5138v1","created_at":"2026-05-18T02:52:13Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1404.5138","created_at":"2026-05-18T02:52:13Z"},{"alias_kind":"pith_short_12","alias_value":"3WGKSFRCUEPH","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_16","alias_value":"3WGKSFRCUEPHXORR","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_8","alias_value":"3WGKSFRC","created_at":"2026-05-18T12:28:11Z"}],"graph_snapshots":[{"event_id":"sha256:a27d7b3d4422d64c8d226a105b4e2aa6031d9813e389a873b20c77c3ecb222e8","target":"graph","created_at":"2026-05-18T02:52:13Z","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":"We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In our numerical study we obtain high-order numerical convergence also for non-zero correlation and non-smooth payoffs which are typical in option pricing. In all numerical experiments a comparative standard second-order discretisation is significantly outperformed. We conduct a numerical stability study which indicates unconditional stability of the scheme.","authors_text":"Bertram D\\\"uring, Christof Heuer, Michel Fourni\\'e","cross_cats":["math.NA"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2014-04-21T08:13:21Z","title":"High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1404.5138","kind":"arxiv","version":1},"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:cf458990e920a17cf186a62d83bedaddd3ccf371de463d4f2e9311fd420dc0d5","target":"record","created_at":"2026-05-18T02:52:13Z","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":"43e9a564e9835d09c60da88a4e3e656f4a2e55591c9c707c23201468d1b52d67","cross_cats_sorted":["math.NA"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2014-04-21T08:13:21Z","title_canon_sha256":"d36bec357ec9d3abfa2efb1d93afdea5f3e3b7fab5832d791d411d2a12c8b227"},"schema_version":"1.0","source":{"id":"1404.5138","kind":"arxiv","version":1}},"canonical_sha256":"dd8ca91622a11e7bba31b157400e5088745fb1f3244b426949ca04a35745e7c5","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"dd8ca91622a11e7bba31b157400e5088745fb1f3244b426949ca04a35745e7c5","first_computed_at":"2026-05-18T02:52:13.835275Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:52:13.835275Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"TP9f6kHSXbaIbvEgM3dunCp9DMV2yv20G/NcKVAHkHnVaMUwXC7a4uv4XNBXEyWZTxarakjouKH9CGcOd+9ZDQ==","signature_status":"signed_v1","signed_at":"2026-05-18T02:52:13.835857Z","signed_message":"canonical_sha256_bytes"},"source_id":"1404.5138","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:cf458990e920a17cf186a62d83bedaddd3ccf371de463d4f2e9311fd420dc0d5","sha256:a27d7b3d4422d64c8d226a105b4e2aa6031d9813e389a873b20c77c3ecb222e8"],"state_sha256":"faab40bd475f8d92fac659121ff420abefed04486df9425926574d0f947f7bcc"}