{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:AJZB5E2YWBILY6M22STIY6USUJ","short_pith_number":"pith:AJZB5E2Y","canonical_record":{"source":{"id":"1803.09444","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-03-26T07:26:06Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"9a061056ace0ac4e31de23ed6320d46ab6bfea2b8e7a4a21f3f90705dfc395ba","abstract_canon_sha256":"dbc298c329d288838f60bd0669af0e86dcae24a8bac3e0bc4cfcb4b252c929d9"},"schema_version":"1.0"},"canonical_sha256":"02721e9358b050bc799ad4a68c7a92a2644e97305bb6c2c2a15435b8285d64c8","source":{"kind":"arxiv","id":"1803.09444","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1803.09444","created_at":"2026-05-18T00:20:11Z"},{"alias_kind":"arxiv_version","alias_value":"1803.09444v1","created_at":"2026-05-18T00:20:11Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1803.09444","created_at":"2026-05-18T00:20:11Z"},{"alias_kind":"pith_short_12","alias_value":"AJZB5E2YWBIL","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_16","alias_value":"AJZB5E2YWBILY6M2","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_8","alias_value":"AJZB5E2Y","created_at":"2026-05-18T12:32:13Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:AJZB5E2YWBILY6M22STIY6USUJ","target":"record","payload":{"canonical_record":{"source":{"id":"1803.09444","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-03-26T07:26:06Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"9a061056ace0ac4e31de23ed6320d46ab6bfea2b8e7a4a21f3f90705dfc395ba","abstract_canon_sha256":"dbc298c329d288838f60bd0669af0e86dcae24a8bac3e0bc4cfcb4b252c929d9"},"schema_version":"1.0"},"canonical_sha256":"02721e9358b050bc799ad4a68c7a92a2644e97305bb6c2c2a15435b8285d64c8","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:20:11.587698Z","signature_b64":"X86YgHQqv1lfu0LA/X7Kv4qfP0q4k9wXGpAsXZM2T8aBpLnDyhuiz14jSbhHlJzctXS1BTd7ClgixKqQPj10CA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"02721e9358b050bc799ad4a68c7a92a2644e97305bb6c2c2a15435b8285d64c8","last_reissued_at":"2026-05-18T00:20:11.586996Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:20:11.586996Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1803.09444","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":"2026-05-18T00:20:11Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"3/7//RYIh21vdrnSop9np73uix1lvLyZeeaK0xQ6uAjmyDJIwv36RmelScIOM05dzdnB5BqI8vcHZ41gN0m5BQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-25T08:35:14.940029Z"},"content_sha256":"5302fef5a4d3de0a962367136ddd4b078e49b56e98c0fcc689b119fb9b690f2f","schema_version":"1.0","event_id":"sha256:5302fef5a4d3de0a962367136ddd4b078e49b56e98c0fcc689b119fb9b690f2f"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:AJZB5E2YWBILY6M22STIY6USUJ","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Cliquet option pricing with Meixner processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PR","authors_text":"Markus Hess","submitted_at":"2018-03-26T07:26:06Z","abstract_excerpt":"We investigate the pricing of cliquet options in a geometric Meixner model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a pure-jump Meixner--L\\'{e}vy process yielding Meixner distributed log-returns. In this setting, we infer semi-analytic expressions for the cliquet option price by using the probability distribution function of the driving Meixner--L\\'{e}vy process and by an application of Fourier transform techniques. In an introductory section, we compile various facts on the Meixner distribution and the related class of Meixner--L\\'"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1803.09444","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":"2026-05-18T00:20:11Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"jae3pAFNqDIp9LuRNcX9i+sZj4UZeyzRqYpa0glxqfYFVjCj++mZ+m7DX+iqJSXMluElJ3Urb8Vd7B7vluloBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-25T08:35:14.940391Z"},"content_sha256":"7a01784d0e9b72570ec16824bd862332ecd0c49a9a83dd553bfc01b7480db0d3","schema_version":"1.0","event_id":"sha256:7a01784d0e9b72570ec16824bd862332ecd0c49a9a83dd553bfc01b7480db0d3"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/AJZB5E2YWBILY6M22STIY6USUJ/bundle.json","state_url":"https://pith.science/pith/AJZB5E2YWBILY6M22STIY6USUJ/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/AJZB5E2YWBILY6M22STIY6USUJ/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":"2026-06-25T08:35:14Z","links":{"resolver":"https://pith.science/pith/AJZB5E2YWBILY6M22STIY6USUJ","bundle":"https://pith.science/pith/AJZB5E2YWBILY6M22STIY6USUJ/bundle.json","state":"https://pith.science/pith/AJZB5E2YWBILY6M22STIY6USUJ/state.json","well_known_bundle":"https://pith.science/.well-known/pith/AJZB5E2YWBILY6M22STIY6USUJ/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:AJZB5E2YWBILY6M22STIY6USUJ","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":"dbc298c329d288838f60bd0669af0e86dcae24a8bac3e0bc4cfcb4b252c929d9","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-03-26T07:26:06Z","title_canon_sha256":"9a061056ace0ac4e31de23ed6320d46ab6bfea2b8e7a4a21f3f90705dfc395ba"},"schema_version":"1.0","source":{"id":"1803.09444","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1803.09444","created_at":"2026-05-18T00:20:11Z"},{"alias_kind":"arxiv_version","alias_value":"1803.09444v1","created_at":"2026-05-18T00:20:11Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1803.09444","created_at":"2026-05-18T00:20:11Z"},{"alias_kind":"pith_short_12","alias_value":"AJZB5E2YWBIL","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_16","alias_value":"AJZB5E2YWBILY6M2","created_at":"2026-05-18T12:32:13Z"},{"alias_kind":"pith_short_8","alias_value":"AJZB5E2Y","created_at":"2026-05-18T12:32:13Z"}],"graph_snapshots":[{"event_id":"sha256:7a01784d0e9b72570ec16824bd862332ecd0c49a9a83dd553bfc01b7480db0d3","target":"graph","created_at":"2026-05-18T00:20:11Z","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 investigate the pricing of cliquet options in a geometric Meixner model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a pure-jump Meixner--L\\'{e}vy process yielding Meixner distributed log-returns. In this setting, we infer semi-analytic expressions for the cliquet option price by using the probability distribution function of the driving Meixner--L\\'{e}vy process and by an application of Fourier transform techniques. In an introductory section, we compile various facts on the Meixner distribution and the related class of Meixner--L\\'","authors_text":"Markus Hess","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-03-26T07:26:06Z","title":"Cliquet option pricing with Meixner processes"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1803.09444","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":"sha256:5302fef5a4d3de0a962367136ddd4b078e49b56e98c0fcc689b119fb9b690f2f","target":"record","created_at":"2026-05-18T00:20:11Z","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":"dbc298c329d288838f60bd0669af0e86dcae24a8bac3e0bc4cfcb4b252c929d9","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-03-26T07:26:06Z","title_canon_sha256":"9a061056ace0ac4e31de23ed6320d46ab6bfea2b8e7a4a21f3f90705dfc395ba"},"schema_version":"1.0","source":{"id":"1803.09444","kind":"arxiv","version":1}},"canonical_sha256":"02721e9358b050bc799ad4a68c7a92a2644e97305bb6c2c2a15435b8285d64c8","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"02721e9358b050bc799ad4a68c7a92a2644e97305bb6c2c2a15435b8285d64c8","first_computed_at":"2026-05-18T00:20:11.586996Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:20:11.586996Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"X86YgHQqv1lfu0LA/X7Kv4qfP0q4k9wXGpAsXZM2T8aBpLnDyhuiz14jSbhHlJzctXS1BTd7ClgixKqQPj10CA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:20:11.587698Z","signed_message":"canonical_sha256_bytes"},"source_id":"1803.09444","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5302fef5a4d3de0a962367136ddd4b078e49b56e98c0fcc689b119fb9b690f2f","sha256:7a01784d0e9b72570ec16824bd862332ecd0c49a9a83dd553bfc01b7480db0d3"],"state_sha256":"ec2f9e762f9c22b39b74bcd66e65d9e63a5ecc11501743c9194311d9bf22721b"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"yh2HJQXQplALmG4XDSGu+LnN7HV5gT3IaIFJu6i3h80iiXcviG0h+9aOrDrLUkNRkBrM1KMvhYnFXMglajqpCg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-25T08:35:14.942293Z","bundle_sha256":"52478ab872c1a3c263dd469208b2525c8915d5d345a03eade7c725b3f0960b4f"}}