{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:C66DEVDJD44RKR5YYPWUO73YXL","short_pith_number":"pith:C66DEVDJ","canonical_record":{"source":{"id":"1106.0020","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-05-31T20:25:18Z","cross_cats_sorted":[],"title_canon_sha256":"6671e3d0ccb8453335290d2a88d525a433822df9a698624419297c48f0753ee6","abstract_canon_sha256":"19de317a443b038bb7e00f011efc6d0f46b9074fe794e2ae4a6ae45586752c3c"},"schema_version":"1.0"},"canonical_sha256":"17bc3254691f391547b8c3ed477f78bac084a7a750efd0559a91b22fa9a7438c","source":{"kind":"arxiv","id":"1106.0020","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1106.0020","created_at":"2026-05-18T04:20:52Z"},{"alias_kind":"arxiv_version","alias_value":"1106.0020v1","created_at":"2026-05-18T04:20:52Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1106.0020","created_at":"2026-05-18T04:20:52Z"},{"alias_kind":"pith_short_12","alias_value":"C66DEVDJD44R","created_at":"2026-05-18T12:26:24Z"},{"alias_kind":"pith_short_16","alias_value":"C66DEVDJD44RKR5Y","created_at":"2026-05-18T12:26:24Z"},{"alias_kind":"pith_short_8","alias_value":"C66DEVDJ","created_at":"2026-05-18T12:26:24Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:C66DEVDJD44RKR5YYPWUO73YXL","target":"record","payload":{"canonical_record":{"source":{"id":"1106.0020","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-05-31T20:25:18Z","cross_cats_sorted":[],"title_canon_sha256":"6671e3d0ccb8453335290d2a88d525a433822df9a698624419297c48f0753ee6","abstract_canon_sha256":"19de317a443b038bb7e00f011efc6d0f46b9074fe794e2ae4a6ae45586752c3c"},"schema_version":"1.0"},"canonical_sha256":"17bc3254691f391547b8c3ed477f78bac084a7a750efd0559a91b22fa9a7438c","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:20:52.274665Z","signature_b64":"qOAd2i11X+z3T57YXfZhjNR8TvMGKtpwH1XwCCO/qAp2sqnT4tkzwrtkRwNwTGe3eJIRuMdH0fYV6qyDY9V5Aw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"17bc3254691f391547b8c3ed477f78bac084a7a750efd0559a91b22fa9a7438c","last_reissued_at":"2026-05-18T04:20:52.274156Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:20:52.274156Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1106.0020","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":"2026-05-18T04:20:52Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"irS9pfz0WYDaD47EY1gaHv5gZpW/akG+rg4ksx3aUoblIfK4NcBwW6X7u4gA+8Ko6Wk3V4dec2ar7UYyoHHeBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T17:28:49.718415Z"},"content_sha256":"043ab9c98cf8156bf40911d3b98f80f5f6511fe493ce5a7cbc3a67abbf0e8c25","schema_version":"1.0","event_id":"sha256:043ab9c98cf8156bf40911d3b98f80f5f6511fe493ce5a7cbc3a67abbf0e8c25"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:C66DEVDJD44RKR5YYPWUO73YXL","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"D. Sevcovic, J. D. Kandilarov","submitted_at":"2011-05-31T20:25:18Z","abstract_excerpt":"We present a numerical approach for solving the free boundary problem for the Black-Scholes equation for pricing American style of floating strike Asian options. A fixed domain transformation of the free boundary problem into a parabolic equation defined on a fixed spatial domain is performed. As a result a nonlinear time-dependent term is involved in the resulting equation. Two new numerical algorithms are proposed. In the first algorithm a predictor-corrector scheme is used. The second one is based on the Newton method. Computational experiments, confirming the accuracy of the algorithms are"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.0020","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":"2026-05-18T04:20:52Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"1iHu7sV01nzJEqSGPPp8wf3EXeT2zUaXt3XN2Xp2SqGIvI858IrVuwx0b2acInKUbQGIamZ6A8keLB0wWZdQBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T17:28:49.719156Z"},"content_sha256":"7407b1ff1c54f114ced448d50235d512d5d7ea8464c7c5fff8cb517941112c74","schema_version":"1.0","event_id":"sha256:7407b1ff1c54f114ced448d50235d512d5d7ea8464c7c5fff8cb517941112c74"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/C66DEVDJD44RKR5YYPWUO73YXL/bundle.json","state_url":"https://pith.science/pith/C66DEVDJD44RKR5YYPWUO73YXL/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/C66DEVDJD44RKR5YYPWUO73YXL/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":"2026-05-31T17:28:49Z","links":{"resolver":"https://pith.science/pith/C66DEVDJD44RKR5YYPWUO73YXL","bundle":"https://pith.science/pith/C66DEVDJD44RKR5YYPWUO73YXL/bundle.json","state":"https://pith.science/pith/C66DEVDJD44RKR5YYPWUO73YXL/state.json","well_known_bundle":"https://pith.science/.well-known/pith/C66DEVDJD44RKR5YYPWUO73YXL/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:C66DEVDJD44RKR5YYPWUO73YXL","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":"19de317a443b038bb7e00f011efc6d0f46b9074fe794e2ae4a6ae45586752c3c","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-05-31T20:25:18Z","title_canon_sha256":"6671e3d0ccb8453335290d2a88d525a433822df9a698624419297c48f0753ee6"},"schema_version":"1.0","source":{"id":"1106.0020","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1106.0020","created_at":"2026-05-18T04:20:52Z"},{"alias_kind":"arxiv_version","alias_value":"1106.0020v1","created_at":"2026-05-18T04:20:52Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1106.0020","created_at":"2026-05-18T04:20:52Z"},{"alias_kind":"pith_short_12","alias_value":"C66DEVDJD44R","created_at":"2026-05-18T12:26:24Z"},{"alias_kind":"pith_short_16","alias_value":"C66DEVDJD44RKR5Y","created_at":"2026-05-18T12:26:24Z"},{"alias_kind":"pith_short_8","alias_value":"C66DEVDJ","created_at":"2026-05-18T12:26:24Z"}],"graph_snapshots":[{"event_id":"sha256:7407b1ff1c54f114ced448d50235d512d5d7ea8464c7c5fff8cb517941112c74","target":"graph","created_at":"2026-05-18T04:20:52Z","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 present a numerical approach for solving the free boundary problem for the Black-Scholes equation for pricing American style of floating strike Asian options. A fixed domain transformation of the free boundary problem into a parabolic equation defined on a fixed spatial domain is performed. As a result a nonlinear time-dependent term is involved in the resulting equation. Two new numerical algorithms are proposed. In the first algorithm a predictor-corrector scheme is used. The second one is based on the Newton method. Computational experiments, confirming the accuracy of the algorithms are","authors_text":"D. Sevcovic, J. D. Kandilarov","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-05-31T20:25:18Z","title":"Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.0020","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":"sha256:043ab9c98cf8156bf40911d3b98f80f5f6511fe493ce5a7cbc3a67abbf0e8c25","target":"record","created_at":"2026-05-18T04:20:52Z","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":"19de317a443b038bb7e00f011efc6d0f46b9074fe794e2ae4a6ae45586752c3c","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-05-31T20:25:18Z","title_canon_sha256":"6671e3d0ccb8453335290d2a88d525a433822df9a698624419297c48f0753ee6"},"schema_version":"1.0","source":{"id":"1106.0020","kind":"arxiv","version":1}},"canonical_sha256":"17bc3254691f391547b8c3ed477f78bac084a7a750efd0559a91b22fa9a7438c","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"17bc3254691f391547b8c3ed477f78bac084a7a750efd0559a91b22fa9a7438c","first_computed_at":"2026-05-18T04:20:52.274156Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:20:52.274156Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"qOAd2i11X+z3T57YXfZhjNR8TvMGKtpwH1XwCCO/qAp2sqnT4tkzwrtkRwNwTGe3eJIRuMdH0fYV6qyDY9V5Aw==","signature_status":"signed_v1","signed_at":"2026-05-18T04:20:52.274665Z","signed_message":"canonical_sha256_bytes"},"source_id":"1106.0020","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:043ab9c98cf8156bf40911d3b98f80f5f6511fe493ce5a7cbc3a67abbf0e8c25","sha256:7407b1ff1c54f114ced448d50235d512d5d7ea8464c7c5fff8cb517941112c74"],"state_sha256":"909b5332f3004fe06d5db2ef74159440ff00aa1e63b8ac2a6f7755f617b1c307"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"SVzpGHtfMvmM0iIybaZRDlzF6SVhLovIzie9GPyUgXRoARrXqn9drFgHiTs/nXmZXmOHnDgtcL5UZzsOzZR6Cw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-31T17:28:49.722803Z","bundle_sha256":"fee6dbe1d1824ebc35098b18562b25c23c982fc4dcf367ad4e8e9a9852c7880f"}}