{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:DKPN2BBTRVBKZKVL7ZKSSO3ERO","short_pith_number":"pith:DKPN2BBT","canonical_record":{"source":{"id":"1305.6988","kind":"arxiv","version":5},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-05-30T02:37:44Z","cross_cats_sorted":["q-fin.CP","q-fin.RM"],"title_canon_sha256":"8b0f06398cac9ae5080cfbd44f094e1eef2aa4f1bbd03300b318587fd362e08a","abstract_canon_sha256":"701b15988bb4b7c2d8a58de33451f2d8a856fb836772e2b730e7d696fbfda591"},"schema_version":"1.0"},"canonical_sha256":"1a9edd04338d42acaaabfe55293b648b8f6da03038a040eabbf25db306008878","source":{"kind":"arxiv","id":"1305.6988","version":5},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1305.6988","created_at":"2026-05-18T03:09:33Z"},{"alias_kind":"arxiv_version","alias_value":"1305.6988v5","created_at":"2026-05-18T03:09:33Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1305.6988","created_at":"2026-05-18T03:09:33Z"},{"alias_kind":"pith_short_12","alias_value":"DKPN2BBTRVBK","created_at":"2026-05-18T12:27:43Z"},{"alias_kind":"pith_short_16","alias_value":"DKPN2BBTRVBKZKVL","created_at":"2026-05-18T12:27:43Z"},{"alias_kind":"pith_short_8","alias_value":"DKPN2BBT","created_at":"2026-05-18T12:27:43Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:DKPN2BBTRVBKZKVL7ZKSSO3ERO","target":"record","payload":{"canonical_record":{"source":{"id":"1305.6988","kind":"arxiv","version":5},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-05-30T02:37:44Z","cross_cats_sorted":["q-fin.CP","q-fin.RM"],"title_canon_sha256":"8b0f06398cac9ae5080cfbd44f094e1eef2aa4f1bbd03300b318587fd362e08a","abstract_canon_sha256":"701b15988bb4b7c2d8a58de33451f2d8a856fb836772e2b730e7d696fbfda591"},"schema_version":"1.0"},"canonical_sha256":"1a9edd04338d42acaaabfe55293b648b8f6da03038a040eabbf25db306008878","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:09:33.601124Z","signature_b64":"Sky4cqEehASPrGkLWQyS+0sQcqjQZnel/pul+dl+4dPNPLTfn+XsRmpJs4tR8WIV5pi8eLRwkgtOQgIFcLCZCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"1a9edd04338d42acaaabfe55293b648b8f6da03038a040eabbf25db306008878","last_reissued_at":"2026-05-18T03:09:33.600588Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:09:33.600588Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1305.6988","source_version":5,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:09:33Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"F67Sp6W47M4wuDeuTNRONYavwfFiKCJxK/RITUj29OhutcUUmoPAXNhyKiH6f1KfhwU7Xng5Sr2FQtO2B0uxDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-27T05:51:24.108983Z"},"content_sha256":"83ad3f7a92ce1d167ca6f407f8eed646bde128fc97d8bf4496218ef9791884b2","schema_version":"1.0","event_id":"sha256:83ad3f7a92ce1d167ca6f407f8eed646bde128fc97d8bf4496218ef9791884b2"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:DKPN2BBTRVBKZKVL7ZKSSO3ERO","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP","q-fin.RM"],"primary_cat":"q-fin.PR","authors_text":"Dong-Hyok Kim, Hyong-Chol O, Jong-Jun Jo, Song-Hun Ri","submitted_at":"2013-05-30T02:37:44Z","abstract_excerpt":"In this article, we study the problem of pricing defaultable bond with discrete default intensity and barrier under constant risk free short rate using higher order binary options and their integrals. In our credit risk model, the risk free short rate is a constant and the default event occurs in an expected manner when the firm value reaches a given default barrier at predetermined discrete announcing dates or in an unexpected manner at the first jump time of a Poisson process with given default intensity given by a step function of time variable, respectively. We consider both endogenous and"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1305.6988","kind":"arxiv","version":5},"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":"2026-05-18T03:09:33Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"b8dxZHbjTJlt7NuqgCbqO31adknEpTzdiikza4wNWiLmjlVwp1c/iC2mjqekKEf2LAhUlgXHTTHxVHDI4jErAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-27T05:51:24.109668Z"},"content_sha256":"7734e50677e5769534f98d76a87d166b2bf095e4d6c039dabe518b0217ad1f38","schema_version":"1.0","event_id":"sha256:7734e50677e5769534f98d76a87d166b2bf095e4d6c039dabe518b0217ad1f38"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/DKPN2BBTRVBKZKVL7ZKSSO3ERO/bundle.json","state_url":"https://pith.science/pith/DKPN2BBTRVBKZKVL7ZKSSO3ERO/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/DKPN2BBTRVBKZKVL7ZKSSO3ERO/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":"2026-05-27T05:51:24Z","links":{"resolver":"https://pith.science/pith/DKPN2BBTRVBKZKVL7ZKSSO3ERO","bundle":"https://pith.science/pith/DKPN2BBTRVBKZKVL7ZKSSO3ERO/bundle.json","state":"https://pith.science/pith/DKPN2BBTRVBKZKVL7ZKSSO3ERO/state.json","well_known_bundle":"https://pith.science/.well-known/pith/DKPN2BBTRVBKZKVL7ZKSSO3ERO/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:DKPN2BBTRVBKZKVL7ZKSSO3ERO","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":"701b15988bb4b7c2d8a58de33451f2d8a856fb836772e2b730e7d696fbfda591","cross_cats_sorted":["q-fin.CP","q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-05-30T02:37:44Z","title_canon_sha256":"8b0f06398cac9ae5080cfbd44f094e1eef2aa4f1bbd03300b318587fd362e08a"},"schema_version":"1.0","source":{"id":"1305.6988","kind":"arxiv","version":5}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1305.6988","created_at":"2026-05-18T03:09:33Z"},{"alias_kind":"arxiv_version","alias_value":"1305.6988v5","created_at":"2026-05-18T03:09:33Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1305.6988","created_at":"2026-05-18T03:09:33Z"},{"alias_kind":"pith_short_12","alias_value":"DKPN2BBTRVBK","created_at":"2026-05-18T12:27:43Z"},{"alias_kind":"pith_short_16","alias_value":"DKPN2BBTRVBKZKVL","created_at":"2026-05-18T12:27:43Z"},{"alias_kind":"pith_short_8","alias_value":"DKPN2BBT","created_at":"2026-05-18T12:27:43Z"}],"graph_snapshots":[{"event_id":"sha256:7734e50677e5769534f98d76a87d166b2bf095e4d6c039dabe518b0217ad1f38","target":"graph","created_at":"2026-05-18T03:09:33Z","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 article, we study the problem of pricing defaultable bond with discrete default intensity and barrier under constant risk free short rate using higher order binary options and their integrals. In our credit risk model, the risk free short rate is a constant and the default event occurs in an expected manner when the firm value reaches a given default barrier at predetermined discrete announcing dates or in an unexpected manner at the first jump time of a Poisson process with given default intensity given by a step function of time variable, respectively. We consider both endogenous and","authors_text":"Dong-Hyok Kim, Hyong-Chol O, Jong-Jun Jo, Song-Hun Ri","cross_cats":["q-fin.CP","q-fin.RM"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-05-30T02:37:44Z","title":"Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1305.6988","kind":"arxiv","version":5},"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":"sha256:83ad3f7a92ce1d167ca6f407f8eed646bde128fc97d8bf4496218ef9791884b2","target":"record","created_at":"2026-05-18T03:09:33Z","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":"701b15988bb4b7c2d8a58de33451f2d8a856fb836772e2b730e7d696fbfda591","cross_cats_sorted":["q-fin.CP","q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-05-30T02:37:44Z","title_canon_sha256":"8b0f06398cac9ae5080cfbd44f094e1eef2aa4f1bbd03300b318587fd362e08a"},"schema_version":"1.0","source":{"id":"1305.6988","kind":"arxiv","version":5}},"canonical_sha256":"1a9edd04338d42acaaabfe55293b648b8f6da03038a040eabbf25db306008878","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"1a9edd04338d42acaaabfe55293b648b8f6da03038a040eabbf25db306008878","first_computed_at":"2026-05-18T03:09:33.600588Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:09:33.600588Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Sky4cqEehASPrGkLWQyS+0sQcqjQZnel/pul+dl+4dPNPLTfn+XsRmpJs4tR8WIV5pi8eLRwkgtOQgIFcLCZCQ==","signature_status":"signed_v1","signed_at":"2026-05-18T03:09:33.601124Z","signed_message":"canonical_sha256_bytes"},"source_id":"1305.6988","source_kind":"arxiv","source_version":5}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:83ad3f7a92ce1d167ca6f407f8eed646bde128fc97d8bf4496218ef9791884b2","sha256:7734e50677e5769534f98d76a87d166b2bf095e4d6c039dabe518b0217ad1f38"],"state_sha256":"7a9b4c992c2e67b252097e0c97df7b53a4b980f3c68d5491ee2d5f977d62b96d"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"uFeHM6qavBWm7FDuUse+pdu83EuOqyw6FGfSdraJ+nr2icQrlzIoRY+N36hVSe1l24p+MyKAa5n6DKw3sDD1Bw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-27T05:51:24.112985Z","bundle_sha256":"a030465db52776461ef5ae91a9a53ad1b053c36680191b27db2092c6b9cc6b01"}}