{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2024:4UJX4XHYPVZRHQCKP4L7J6RTXT","short_pith_number":"pith:4UJX4XHY","canonical_record":{"source":{"id":"2411.18154","kind":"arxiv","version":5},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-11-27T09:02:25Z","cross_cats_sorted":[],"title_canon_sha256":"5de49396747bd93708cef43cf5685166c2e23f3771058b37e781f656c7af9607","abstract_canon_sha256":"5eb3a2dc104d86707cbc9d259394188e97f0384903b32a425c7c39fb1350a530"},"schema_version":"1.0"},"canonical_sha256":"e5137e5cf87d7313c04a7f17f4fa33bcdec62594bdcbb88b9ec2d3714eaa7277","source":{"kind":"arxiv","id":"2411.18154","version":5},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2411.18154","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"arxiv_version","alias_value":"2411.18154v5","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2411.18154","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"pith_short_12","alias_value":"4UJX4XHYPVZR","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"pith_short_16","alias_value":"4UJX4XHYPVZRHQCK","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"pith_short_8","alias_value":"4UJX4XHY","created_at":"2026-07-05T12:11:14Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2024:4UJX4XHYPVZRHQCKP4L7J6RTXT","target":"record","payload":{"canonical_record":{"source":{"id":"2411.18154","kind":"arxiv","version":5},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-11-27T09:02:25Z","cross_cats_sorted":[],"title_canon_sha256":"5de49396747bd93708cef43cf5685166c2e23f3771058b37e781f656c7af9607","abstract_canon_sha256":"5eb3a2dc104d86707cbc9d259394188e97f0384903b32a425c7c39fb1350a530"},"schema_version":"1.0"},"canonical_sha256":"e5137e5cf87d7313c04a7f17f4fa33bcdec62594bdcbb88b9ec2d3714eaa7277","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T12:11:14.476492Z","signature_b64":"gtXbIeRnZ4VikWq5nX8OWCI38jv1wgaGjsQs59Sn6xvo7R7B0a4CFVGOIuSt103Sc7+TpDIBYYklmhwjwL2oBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"e5137e5cf87d7313c04a7f17f4fa33bcdec62594bdcbb88b9ec2d3714eaa7277","last_reissued_at":"2026-07-05T12:11:14.475921Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T12:11:14.475921Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2411.18154","source_version":5,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T12:11:14Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"YKOdSjrJ+0ft1divBkmNduzbCeesUYROPx0fwo3ilHCR1TgfGRu1WKJNLaovlYEQMZOh5ASEN8A8dypSJQgKCA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-13T04:44:15.620502Z"},"content_sha256":"21a0191005bf9735e93a007a2d32cad3a74632335cff8da0f0f57059d2ea4ee0","schema_version":"1.0","event_id":"sha256:21a0191005bf9735e93a007a2d32cad3a74632335cff8da0f0f57059d2ea4ee0"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2024:4UJX4XHYPVZRHQCKP4L7J6RTXT","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Semiclassical CEV Option Pricing Model: an Analytical Approach","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Jose A. Capit\\'an, Jose Lope-Alba, Juan J. Morales-Ruiz","submitted_at":"2024-11-27T09:02:25Z","abstract_excerpt":"This paper is devoted to obtain closed form solutions for the semiclassical (or WKB) approximation of the heat kernel propagator of the diffusion equation defined by the constant elasticity variance (CEV) option pricing model. One of the key points is that our calculations are based on the Van Vleck-Morette determinant instead of the Van Vleck determinant used by other authors. In fact, we compute this determinant in two different ways: by means of the solution of the classical Hamiltonian equations, and by solving the variational equations. Furthermore, the calculation reveals an exponential "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2411.18154","kind":"arxiv","version":5},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2411.18154/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T12:11:14Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"3I1aZODr6q9+FVQsKOputU75tEBtngbKRYr6i+bNJ7RAgQnH0nzUt8Qy1YVdKoU0ZqZy+GG/Idyl+lUBia3cDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-13T04:44:15.621000Z"},"content_sha256":"f903a037e09a283ff3ad814278f9b1bdcd5e5d96a73ca0ea34ecc3135338f7f5","schema_version":"1.0","event_id":"sha256:f903a037e09a283ff3ad814278f9b1bdcd5e5d96a73ca0ea34ecc3135338f7f5"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/4UJX4XHYPVZRHQCKP4L7J6RTXT/bundle.json","state_url":"https://pith.science/pith/4UJX4XHYPVZRHQCKP4L7J6RTXT/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/4UJX4XHYPVZRHQCKP4L7J6RTXT/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-08-13T04:44:15Z","links":{"resolver":"https://pith.science/pith/4UJX4XHYPVZRHQCKP4L7J6RTXT","bundle":"https://pith.science/pith/4UJX4XHYPVZRHQCKP4L7J6RTXT/bundle.json","state":"https://pith.science/pith/4UJX4XHYPVZRHQCKP4L7J6RTXT/state.json","well_known_bundle":"https://pith.science/.well-known/pith/4UJX4XHYPVZRHQCKP4L7J6RTXT/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:4UJX4XHYPVZRHQCKP4L7J6RTXT","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":"5eb3a2dc104d86707cbc9d259394188e97f0384903b32a425c7c39fb1350a530","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-11-27T09:02:25Z","title_canon_sha256":"5de49396747bd93708cef43cf5685166c2e23f3771058b37e781f656c7af9607"},"schema_version":"1.0","source":{"id":"2411.18154","kind":"arxiv","version":5}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2411.18154","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"arxiv_version","alias_value":"2411.18154v5","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2411.18154","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"pith_short_12","alias_value":"4UJX4XHYPVZR","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"pith_short_16","alias_value":"4UJX4XHYPVZRHQCK","created_at":"2026-07-05T12:11:14Z"},{"alias_kind":"pith_short_8","alias_value":"4UJX4XHY","created_at":"2026-07-05T12:11:14Z"}],"graph_snapshots":[{"event_id":"sha256:f903a037e09a283ff3ad814278f9b1bdcd5e5d96a73ca0ea34ecc3135338f7f5","target":"graph","created_at":"2026-07-05T12:11:14Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2411.18154/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"This paper is devoted to obtain closed form solutions for the semiclassical (or WKB) approximation of the heat kernel propagator of the diffusion equation defined by the constant elasticity variance (CEV) option pricing model. One of the key points is that our calculations are based on the Van Vleck-Morette determinant instead of the Van Vleck determinant used by other authors. In fact, we compute this determinant in two different ways: by means of the solution of the classical Hamiltonian equations, and by solving the variational equations. Furthermore, the calculation reveals an exponential ","authors_text":"Jose A. Capit\\'an, Jose Lope-Alba, Juan J. Morales-Ruiz","cross_cats":[],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-11-27T09:02:25Z","title":"Semiclassical CEV Option Pricing Model: an Analytical Approach"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2411.18154","kind":"arxiv","version":5},"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":"sha256:21a0191005bf9735e93a007a2d32cad3a74632335cff8da0f0f57059d2ea4ee0","target":"record","created_at":"2026-07-05T12:11:14Z","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":"5eb3a2dc104d86707cbc9d259394188e97f0384903b32a425c7c39fb1350a530","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-11-27T09:02:25Z","title_canon_sha256":"5de49396747bd93708cef43cf5685166c2e23f3771058b37e781f656c7af9607"},"schema_version":"1.0","source":{"id":"2411.18154","kind":"arxiv","version":5}},"canonical_sha256":"e5137e5cf87d7313c04a7f17f4fa33bcdec62594bdcbb88b9ec2d3714eaa7277","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"e5137e5cf87d7313c04a7f17f4fa33bcdec62594bdcbb88b9ec2d3714eaa7277","first_computed_at":"2026-07-05T12:11:14.475921Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T12:11:14.475921Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"gtXbIeRnZ4VikWq5nX8OWCI38jv1wgaGjsQs59Sn6xvo7R7B0a4CFVGOIuSt103Sc7+TpDIBYYklmhwjwL2oBQ==","signature_status":"signed_v1","signed_at":"2026-07-05T12:11:14.476492Z","signed_message":"canonical_sha256_bytes"},"source_id":"2411.18154","source_kind":"arxiv","source_version":5}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:21a0191005bf9735e93a007a2d32cad3a74632335cff8da0f0f57059d2ea4ee0","sha256:f903a037e09a283ff3ad814278f9b1bdcd5e5d96a73ca0ea34ecc3135338f7f5"],"state_sha256":"ee7a760fe201d08e99e932e868156871ae26bbbb8eae7de7621cec004d4c68e1"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"k+7tg/JY/4VTtAofdetv9d1YCWOM0uHnQDTgzWCEJmF+NErIOEEOsYkrsNAve8qA4EvYFaeuJyq7lYgFomFDBw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-13T04:44:15.625139Z","bundle_sha256":"dd4cd31d7a4d275af6a73b5f8152670b17ce0b2063720edad8beb8783acc5f41"}}