{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:EDGMFWERE4ISMTL2KVIXJC56OY","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":"15f6298d54b9d689ff22b94630844ebac26ef07ac1ba7bb626ff48aac62d0d25","cross_cats_sorted":["math.NA"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-08-31T13:24:40Z","title_canon_sha256":"fe7a927120c42b6f7df28f2532f269ad7449d4e282ced52c76e81a8d4612c403"},"schema_version":"1.0","source":{"id":"1309.0110","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1309.0110","created_at":"2026-05-18T02:19:36Z"},{"alias_kind":"arxiv_version","alias_value":"1309.0110v1","created_at":"2026-05-18T02:19:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1309.0110","created_at":"2026-05-18T02:19:36Z"},{"alias_kind":"pith_short_12","alias_value":"EDGMFWERE4IS","created_at":"2026-05-18T12:27:43Z"},{"alias_kind":"pith_short_16","alias_value":"EDGMFWERE4ISMTL2","created_at":"2026-05-18T12:27:43Z"},{"alias_kind":"pith_short_8","alias_value":"EDGMFWER","created_at":"2026-05-18T12:27:43Z"}],"graph_snapshots":[{"event_id":"sha256:aaab995267554b739cd7aac37d1f52dec228249e641ea3682784d3f4f7ee90d0","target":"graph","created_at":"2026-05-18T02:19:36Z","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 paper a simple, effective adaptation of Alternating Direction Implicit (ADI) time discretization schemes is proposed for the numerical pricing of American-style options under the Heston model via a partial differential complementarity problem. The stability and convergence of the new methods are extensively investigated in actual, challenging applications. In addition a relevant theoretical result is proved.","authors_text":"Karel in 't Hout, Tinne Haentjens","cross_cats":["math.NA"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-08-31T13:24:40Z","title":"ADI schemes for pricing American options under the Heston model"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1309.0110","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":"sha256:692e5a7c8a770c26bf9e2467ae8caa8e6dfa0c8f770afdd0522a83d4f8b21015","target":"record","created_at":"2026-05-18T02:19:36Z","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":"15f6298d54b9d689ff22b94630844ebac26ef07ac1ba7bb626ff48aac62d0d25","cross_cats_sorted":["math.NA"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-08-31T13:24:40Z","title_canon_sha256":"fe7a927120c42b6f7df28f2532f269ad7449d4e282ced52c76e81a8d4612c403"},"schema_version":"1.0","source":{"id":"1309.0110","kind":"arxiv","version":1}},"canonical_sha256":"20ccc2d8912711264d7a5551748bbe76031f86f2c90dd36cd23ffb52780981a4","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"20ccc2d8912711264d7a5551748bbe76031f86f2c90dd36cd23ffb52780981a4","first_computed_at":"2026-05-18T02:19:36.419445Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:19:36.419445Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"vnEQKU0bE1Kmukr/HxtBDgpuCRozeYxP0joHZjZC/NgZtkZXEW+h2CcYVg7CujvLm9cOkJDIvzImhHP8A93xCw==","signature_status":"signed_v1","signed_at":"2026-05-18T02:19:36.419836Z","signed_message":"canonical_sha256_bytes"},"source_id":"1309.0110","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:692e5a7c8a770c26bf9e2467ae8caa8e6dfa0c8f770afdd0522a83d4f8b21015","sha256:aaab995267554b739cd7aac37d1f52dec228249e641ea3682784d3f4f7ee90d0"],"state_sha256":"8a46d37581de5aa43817dcb327d7f2de9991279e7b37fef12a34bbf5d694e2c7"}