{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:AIMWNS7UPCNTSDWK7M7LI5CNQV","short_pith_number":"pith:AIMWNS7U","canonical_record":{"source":{"id":"1801.02719","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-08T23:19:56Z","cross_cats_sorted":[],"title_canon_sha256":"f2719cbf9e570d54b137aa03c38d47e1978996cbe6e6bf744717c00bf8ce31c6","abstract_canon_sha256":"94f0b6c0132e7821f1782fb8f5fe5113c47eabf3da7f6535ff78408d4c8ba5c6"},"schema_version":"1.0"},"canonical_sha256":"021966cbf4789b390ecafb3eb4744d8558c284c78726e217bf45246ad3f1e585","source":{"kind":"arxiv","id":"1801.02719","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1801.02719","created_at":"2026-05-18T00:26:22Z"},{"alias_kind":"arxiv_version","alias_value":"1801.02719v1","created_at":"2026-05-18T00:26:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1801.02719","created_at":"2026-05-18T00:26:22Z"},{"alias_kind":"pith_short_12","alias_value":"AIMWNS7UPCNT","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_16","alias_value":"AIMWNS7UPCNTSDWK","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_8","alias_value":"AIMWNS7U","created_at":"2026-05-18T12:32:13Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:AIMWNS7UPCNTSDWK7M7LI5CNQV","target":"record","payload":{"canonical_record":{"source":{"id":"1801.02719","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-08T23:19:56Z","cross_cats_sorted":[],"title_canon_sha256":"f2719cbf9e570d54b137aa03c38d47e1978996cbe6e6bf744717c00bf8ce31c6","abstract_canon_sha256":"94f0b6c0132e7821f1782fb8f5fe5113c47eabf3da7f6535ff78408d4c8ba5c6"},"schema_version":"1.0"},"canonical_sha256":"021966cbf4789b390ecafb3eb4744d8558c284c78726e217bf45246ad3f1e585","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:26:22.621642Z","signature_b64":"NM+V/gh+tjs/FJAZrDJdhW7lQMCFhO5qTYDlcZhFJou/+vb3eHznZfpBsMErppLAQZJLodRuMdA68KaJ5K61DA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"021966cbf4789b390ecafb3eb4744d8558c284c78726e217bf45246ad3f1e585","last_reissued_at":"2026-05-18T00:26:22.621074Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:26:22.621074Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1801.02719","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:26:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ARVO7/8xlWmInxnNhXfA4y0ammZGl9U8Rl4D4v/bl6wWwvNKwLTE2dBJ+DmNVpz8PyiJhIw4ziQGUA2OsgR+Bg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T20:31:11.957380Z"},"content_sha256":"27dd9f6d2b79be517b4f5d702a7e707047a9222dcff079c70771fbe48d52e1d3","schema_version":"1.0","event_id":"sha256:27dd9f6d2b79be517b4f5d702a7e707047a9222dcff079c70771fbe48d52e1d3"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:AIMWNS7UPCNTSDWK7M7LI5CNQV","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Dirichlet Forms and Finite Element Methods for the SABR Model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Blanka Horvath, Oleg Reichmann","submitted_at":"2018-01-08T23:19:56Z","abstract_excerpt":"We propose a deterministic numerical method for pricing vanilla options under the SABR stochastic volatility model, based on a finite element discretization of the Kolmogorov pricing equations via non-symmetric Dirichlet forms. Our pricing method is valid under mild assumptions on parameter configurations of the process both in moderate interest rate environments and in near-zero interest rate regimes such as the currently prevalent ones. The parabolic Kolmogorov pricing equations for the SABR model are degenerate at the origin, yielding non-standard partial differential equations, for which c"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.02719","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"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":"2026-05-18T00:26:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"cJGFlo+0WvunBdEtrcDTyUbu+kicmklzgJ1XgiHpvaN2jSOveHfj9EvkeNrAsxe+Ig0GrvdYaY4rGCZNbMdbDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T20:31:11.957729Z"},"content_sha256":"3f292f7c8ad73021b173038744f5adc543cacb0f8a7710cbbf25d7e9c30d4c56","schema_version":"1.0","event_id":"sha256:3f292f7c8ad73021b173038744f5adc543cacb0f8a7710cbbf25d7e9c30d4c56"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/AIMWNS7UPCNTSDWK7M7LI5CNQV/bundle.json","state_url":"https://pith.science/pith/AIMWNS7UPCNTSDWK7M7LI5CNQV/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/AIMWNS7UPCNTSDWK7M7LI5CNQV/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":"2026-06-06T20:31:11Z","links":{"resolver":"https://pith.science/pith/AIMWNS7UPCNTSDWK7M7LI5CNQV","bundle":"https://pith.science/pith/AIMWNS7UPCNTSDWK7M7LI5CNQV/bundle.json","state":"https://pith.science/pith/AIMWNS7UPCNTSDWK7M7LI5CNQV/state.json","well_known_bundle":"https://pith.science/.well-known/pith/AIMWNS7UPCNTSDWK7M7LI5CNQV/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:AIMWNS7UPCNTSDWK7M7LI5CNQV","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":"94f0b6c0132e7821f1782fb8f5fe5113c47eabf3da7f6535ff78408d4c8ba5c6","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-08T23:19:56Z","title_canon_sha256":"f2719cbf9e570d54b137aa03c38d47e1978996cbe6e6bf744717c00bf8ce31c6"},"schema_version":"1.0","source":{"id":"1801.02719","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1801.02719","created_at":"2026-05-18T00:26:22Z"},{"alias_kind":"arxiv_version","alias_value":"1801.02719v1","created_at":"2026-05-18T00:26:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1801.02719","created_at":"2026-05-18T00:26:22Z"},{"alias_kind":"pith_short_12","alias_value":"AIMWNS7UPCNT","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_16","alias_value":"AIMWNS7UPCNTSDWK","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_8","alias_value":"AIMWNS7U","created_at":"2026-05-18T12:32:13Z"}],"graph_snapshots":[{"event_id":"sha256:3f292f7c8ad73021b173038744f5adc543cacb0f8a7710cbbf25d7e9c30d4c56","target":"graph","created_at":"2026-05-18T00:26:22Z","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 propose a deterministic numerical method for pricing vanilla options under the SABR stochastic volatility model, based on a finite element discretization of the Kolmogorov pricing equations via non-symmetric Dirichlet forms. Our pricing method is valid under mild assumptions on parameter configurations of the process both in moderate interest rate environments and in near-zero interest rate regimes such as the currently prevalent ones. The parabolic Kolmogorov pricing equations for the SABR model are degenerate at the origin, yielding non-standard partial differential equations, for which c","authors_text":"Blanka Horvath, Oleg Reichmann","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-08T23:19:56Z","title":"Dirichlet Forms and Finite Element Methods for the SABR Model"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.02719","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":"sha256:27dd9f6d2b79be517b4f5d702a7e707047a9222dcff079c70771fbe48d52e1d3","target":"record","created_at":"2026-05-18T00:26:22Z","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":"94f0b6c0132e7821f1782fb8f5fe5113c47eabf3da7f6535ff78408d4c8ba5c6","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-08T23:19:56Z","title_canon_sha256":"f2719cbf9e570d54b137aa03c38d47e1978996cbe6e6bf744717c00bf8ce31c6"},"schema_version":"1.0","source":{"id":"1801.02719","kind":"arxiv","version":1}},"canonical_sha256":"021966cbf4789b390ecafb3eb4744d8558c284c78726e217bf45246ad3f1e585","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"021966cbf4789b390ecafb3eb4744d8558c284c78726e217bf45246ad3f1e585","first_computed_at":"2026-05-18T00:26:22.621074Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:26:22.621074Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"NM+V/gh+tjs/FJAZrDJdhW7lQMCFhO5qTYDlcZhFJou/+vb3eHznZfpBsMErppLAQZJLodRuMdA68KaJ5K61DA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:26:22.621642Z","signed_message":"canonical_sha256_bytes"},"source_id":"1801.02719","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:27dd9f6d2b79be517b4f5d702a7e707047a9222dcff079c70771fbe48d52e1d3","sha256:3f292f7c8ad73021b173038744f5adc543cacb0f8a7710cbbf25d7e9c30d4c56"],"state_sha256":"6df7a2b3167ea3393c768fb644e141ea2fb834a481fc3ce3f4cfd8f5e162f7e0"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"7LV6i6UvJpXs7H9gDoaDxv48AMuJJUTkWetgBGVxwmDWGN4Br+eoLLvrZLblrLeE3Dm76R/RqlrM0CIsRUsIAQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-06T20:31:11.959774Z","bundle_sha256":"782180954f4c958f2bce8405566f0cbd1cb529f289a68261c484303827792cb9"}}