{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:AH42PFHO5SSPPPZEQJLCYJU7GX","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":"e4bdce73a9dc3a5219383fde2a6623be187fb3cf0767943910fddfd55fc09898","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-12-18T20:36:15Z","title_canon_sha256":"a363e6d15158f0072d404cf04bc305af6480753f316fa1c6c5db2b5d9aa0c34c"},"schema_version":"1.0","source":{"id":"1712.06664","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1712.06664","created_at":"2026-05-17T23:49:28Z"},{"alias_kind":"arxiv_version","alias_value":"1712.06664v1","created_at":"2026-05-17T23:49:28Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1712.06664","created_at":"2026-05-17T23:49:28Z"},{"alias_kind":"pith_short_12","alias_value":"AH42PFHO5SSP","created_at":"2026-05-18T12:31:05Z"},{"alias_kind":"pith_short_16","alias_value":"AH42PFHO5SSPPPZE","created_at":"2026-05-18T12:31:05Z"},{"alias_kind":"pith_short_8","alias_value":"AH42PFHO","created_at":"2026-05-18T12:31:05Z"}],"graph_snapshots":[{"event_id":"sha256:417382678e70178febebf0cc9e5c56ad0b4827174b3aaac484c9ac7b2994e5ae","target":"graph","created_at":"2026-05-17T23:49:28Z","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":"In this paper, we extend the classical Ho-Lee binomial term structure model to the case of time-dependent parameters and, as a result, resolve a drawback associated with the model. This is achieved with the introduction of a more flexible no-arbitrage condition in contrast to the one assumed in the Ho-Lee model.","authors_text":"Frank J. Fabozzi, Stoyan Stoyanov, Svetlozar Rachev, Young Shin Kim","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-12-18T20:36:15Z","title":"Another Look at the Ho-Lee Bond Option Pricing Model"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1712.06664","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":"sha256:9c4d367e1c3b02926dd57485b86215c073caf122ef57524ac23d7e8412d288a3","target":"record","created_at":"2026-05-17T23:49:28Z","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":"e4bdce73a9dc3a5219383fde2a6623be187fb3cf0767943910fddfd55fc09898","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-12-18T20:36:15Z","title_canon_sha256":"a363e6d15158f0072d404cf04bc305af6480753f316fa1c6c5db2b5d9aa0c34c"},"schema_version":"1.0","source":{"id":"1712.06664","kind":"arxiv","version":1}},"canonical_sha256":"01f9a794eeeca4f7bf2482562c269f35fbd6b14bc4589bf9f348010776c1bb3a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"01f9a794eeeca4f7bf2482562c269f35fbd6b14bc4589bf9f348010776c1bb3a","first_computed_at":"2026-05-17T23:49:28.748810Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:49:28.748810Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"qRQ1t5rgLVcSGKTdeisBiAJROIDomiJfyBtvXxyULv2nXWWf7Q9s+ctCf8swbALcmC7fCD9HvKtleqTgJvIdBA==","signature_status":"signed_v1","signed_at":"2026-05-17T23:49:28.749286Z","signed_message":"canonical_sha256_bytes"},"source_id":"1712.06664","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9c4d367e1c3b02926dd57485b86215c073caf122ef57524ac23d7e8412d288a3","sha256:417382678e70178febebf0cc9e5c56ad0b4827174b3aaac484c9ac7b2994e5ae"],"state_sha256":"efc16f37d29f997e2b8f4b035f7d90c2bb58e5a87a25458eb11303048fe3a7ce"}