{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:6T5IWRIHQEM5ZN3QJDXECYV4MW","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":"f153a57e2de551d1eaedcfa1394b6e190a3b8d4a9aa66d889761e9d8ccc88570","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-06-29T05:29:57Z","title_canon_sha256":"768c60fab49c8c8a83a1602467e15a1996fdd52c296e568284d6bf0c6d15de32"},"schema_version":"1.0","source":{"id":"1907.00149","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1907.00149","created_at":"2026-05-17T23:41:41Z"},{"alias_kind":"arxiv_version","alias_value":"1907.00149v1","created_at":"2026-05-17T23:41:41Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1907.00149","created_at":"2026-05-17T23:41:41Z"},{"alias_kind":"pith_short_12","alias_value":"6T5IWRIHQEM5","created_at":"2026-05-18T12:33:10Z"},{"alias_kind":"pith_short_16","alias_value":"6T5IWRIHQEM5ZN3Q","created_at":"2026-05-18T12:33:10Z"},{"alias_kind":"pith_short_8","alias_value":"6T5IWRIH","created_at":"2026-05-18T12:33:10Z"}],"graph_snapshots":[{"event_id":"sha256:aaf22735da8b883f81eb381ac858dd7421a90171eab5ce567cdfa03ca065f504","target":"graph","created_at":"2026-05-17T23:41:41Z","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":"Carr and Wu (2004), henceforth CW, developed a framework that encompasses almost all of the continuous-time models proposed in the option pricing literature. Their framework hinges on the stopping time property of the time changes. By analyzing the measurability of the time changes with respect to the underlying filtration, we show that all models CW proposed for the time changes fail to satisfy this assumption.","authors_text":"Hasan Fallahgoul, Kihun Nam","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-06-29T05:29:57Z","title":"Time-changed \\levy processes and option pricing: a critical comment"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1907.00149","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:ee9049731fc1b5b48fbf4b3a89eb0abe877062e8c2b388b09493dfa6020a6a75","target":"record","created_at":"2026-05-17T23:41:41Z","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":"f153a57e2de551d1eaedcfa1394b6e190a3b8d4a9aa66d889761e9d8ccc88570","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-06-29T05:29:57Z","title_canon_sha256":"768c60fab49c8c8a83a1602467e15a1996fdd52c296e568284d6bf0c6d15de32"},"schema_version":"1.0","source":{"id":"1907.00149","kind":"arxiv","version":1}},"canonical_sha256":"f4fa8b45078119dcb77048ee4162bc6596694f56c530f30fb40591db69115385","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"f4fa8b45078119dcb77048ee4162bc6596694f56c530f30fb40591db69115385","first_computed_at":"2026-05-17T23:41:41.636944Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:41:41.636944Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"yQ/G2ENdCJxTZu6DzbobHZEH2MHKiNGT7lG4kWWrIhigeoQtNH1wNcc2wLdxfkB7Bgp9nzAsE3Ny39niBPVWBw==","signature_status":"signed_v1","signed_at":"2026-05-17T23:41:41.637508Z","signed_message":"canonical_sha256_bytes"},"source_id":"1907.00149","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ee9049731fc1b5b48fbf4b3a89eb0abe877062e8c2b388b09493dfa6020a6a75","sha256:aaf22735da8b883f81eb381ac858dd7421a90171eab5ce567cdfa03ca065f504"],"state_sha256":"b99aa86d1b55a01b860c41552a007ed8b6387c2e9c170fe9218f7b8921c4f9e7"}