{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:B5BWS3PNMX2MUICONHSXDOUHGL","short_pith_number":"pith:B5BWS3PN","schema_version":"1.0","canonical_sha256":"0f43696ded65f4ca204e69e571ba8732f35b7e100fd4507023fd41b30286feae","source":{"kind":"arxiv","id":"1704.06550","version":1},"attestation_state":"computed","paper":{"title":"On mean-variance hedging under partial observations and terminal wealth constraints","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Alexander Melnikov, Vitalii Makogin, Yuliya Mishura","submitted_at":"2017-04-21T14:05:56Z","abstract_excerpt":"In the paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean-variance hedging problem under incomplete information. A new approach to solving this problem is proposed. The paper provides a solution when the underlying pricing process is a square-integrable semimartingale. The proposed method for the study is based on the martingale representation. In special cases, the Clark-Ocone representation can be used to obtain explicit solutions. The results and the method are illustrated and suppor"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1704.06550","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-04-21T14:05:56Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"305af0fe5617261b5d63e7e2f6e6ded8846eeb5d00e1e6fb7dc8418a2fd1819d","abstract_canon_sha256":"f55af6b3fe0d77f0543cf02121afe6b3388d4889d45ef9eb92dd73176b847480"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:45:59.410466Z","signature_b64":"ZqkX/PmFUo9vv5zNp0gIqQIbmVWSCGEkeT9PCHsN54E5xzWBEAGedcdKU4t9R0gCaTCg1rezp7G6I+6sWY3BCg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0f43696ded65f4ca204e69e571ba8732f35b7e100fd4507023fd41b30286feae","last_reissued_at":"2026-05-18T00:45:59.410015Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:45:59.410015Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"On mean-variance hedging under partial observations and terminal wealth constraints","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Alexander Melnikov, Vitalii Makogin, Yuliya Mishura","submitted_at":"2017-04-21T14:05:56Z","abstract_excerpt":"In the paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean-variance hedging problem under incomplete information. A new approach to solving this problem is proposed. The paper provides a solution when the underlying pricing process is a square-integrable semimartingale. The proposed method for the study is based on the martingale representation. In special cases, the Clark-Ocone representation can be used to obtain explicit solutions. The results and the method are illustrated and suppor"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1704.06550","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1704.06550","created_at":"2026-05-18T00:45:59.410089+00:00"},{"alias_kind":"arxiv_version","alias_value":"1704.06550v1","created_at":"2026-05-18T00:45:59.410089+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1704.06550","created_at":"2026-05-18T00:45:59.410089+00:00"},{"alias_kind":"pith_short_12","alias_value":"B5BWS3PNMX2M","created_at":"2026-05-18T12:31:08.081275+00:00"},{"alias_kind":"pith_short_16","alias_value":"B5BWS3PNMX2MUICO","created_at":"2026-05-18T12:31:08.081275+00:00"},{"alias_kind":"pith_short_8","alias_value":"B5BWS3PN","created_at":"2026-05-18T12:31:08.081275+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL","json":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL.json","graph_json":"https://pith.science/api/pith-number/B5BWS3PNMX2MUICONHSXDOUHGL/graph.json","events_json":"https://pith.science/api/pith-number/B5BWS3PNMX2MUICONHSXDOUHGL/events.json","paper":"https://pith.science/paper/B5BWS3PN"},"agent_actions":{"view_html":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL","download_json":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL.json","view_paper":"https://pith.science/paper/B5BWS3PN","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1704.06550&json=true","fetch_graph":"https://pith.science/api/pith-number/B5BWS3PNMX2MUICONHSXDOUHGL/graph.json","fetch_events":"https://pith.science/api/pith-number/B5BWS3PNMX2MUICONHSXDOUHGL/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL/action/timestamp_anchor","attest_storage":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL/action/storage_attestation","attest_author":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL/action/author_attestation","sign_citation":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL/action/citation_signature","submit_replication":"https://pith.science/pith/B5BWS3PNMX2MUICONHSXDOUHGL/action/replication_record"}},"created_at":"2026-05-18T00:45:59.410089+00:00","updated_at":"2026-05-18T00:45:59.410089+00:00"}