{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2015:EQL3VNFIILRE2XXGWGZ7SA6Y6X","short_pith_number":"pith:EQL3VNFI","schema_version":"1.0","canonical_sha256":"2417bab4a842e24d5ee6b1b3f903d8f5c5ef72334b4b155e622ebb9863b8e84e","source":{"kind":"arxiv","id":"1511.04950","version":1},"attestation_state":"computed","paper":{"title":"Pricing Two-asset Options under Exponential L\\'evy Model Using a Finite Element Method","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.NA"],"primary_cat":"q-fin.CP","authors_text":"Jinghui Zhou, Ping Lin, Xue-Cheng Tai, Xun Li","submitted_at":"2015-11-16T13:35:07Z","abstract_excerpt":"This article presents a finite element method (FEM) for a partial integro-differential equation (PIDE) to price two-asset options with underlying price processes modeled by an exponential Levy process. We provide a variational formulation in a weighted Sobolev space, and establish existence and uniqueness of the FEM-based solution. Then we discuss the localization of the infinite domain problem to a finite domain and analyze its error. We tackle the localized problem by an explicit-implicit time-discretization of the PIDE, where the space-discretization is done through a standard continuous fi"},"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":"1511.04950","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-11-16T13:35:07Z","cross_cats_sorted":["math.NA"],"title_canon_sha256":"9f15b43e39cda6a97bff165cb36ceff80776766dc2d692188e80fcb923ea9c63","abstract_canon_sha256":"58516132ec351bb509e3ed104ea44cac83b4e4d2a21bc040afdac4315e77557d"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:26:51.218418Z","signature_b64":"+sa9XsSSRCiEFCMsNs6BwYwuHb7POunxmwABCpKZDGf5y/FRiXzxfA35FuM3i0MxX6IM/Ld7rRD1eRVgl4SoDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"2417bab4a842e24d5ee6b1b3f903d8f5c5ef72334b4b155e622ebb9863b8e84e","last_reissued_at":"2026-05-18T01:26:51.217705Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:26:51.217705Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Pricing Two-asset Options under Exponential L\\'evy Model Using a Finite Element Method","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.NA"],"primary_cat":"q-fin.CP","authors_text":"Jinghui Zhou, Ping Lin, Xue-Cheng Tai, Xun Li","submitted_at":"2015-11-16T13:35:07Z","abstract_excerpt":"This article presents a finite element method (FEM) for a partial integro-differential equation (PIDE) to price two-asset options with underlying price processes modeled by an exponential Levy process. We provide a variational formulation in a weighted Sobolev space, and establish existence and uniqueness of the FEM-based solution. Then we discuss the localization of the infinite domain problem to a finite domain and analyze its error. We tackle the localized problem by an explicit-implicit time-discretization of the PIDE, where the space-discretization is done through a standard continuous fi"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1511.04950","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":"1511.04950","created_at":"2026-05-18T01:26:51.217815+00:00"},{"alias_kind":"arxiv_version","alias_value":"1511.04950v1","created_at":"2026-05-18T01:26:51.217815+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1511.04950","created_at":"2026-05-18T01:26:51.217815+00:00"},{"alias_kind":"pith_short_12","alias_value":"EQL3VNFIILRE","created_at":"2026-05-18T12:29:19.899920+00:00"},{"alias_kind":"pith_short_16","alias_value":"EQL3VNFIILRE2XXG","created_at":"2026-05-18T12:29:19.899920+00:00"},{"alias_kind":"pith_short_8","alias_value":"EQL3VNFI","created_at":"2026-05-18T12:29:19.899920+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/EQL3VNFIILRE2XXGWGZ7SA6Y6X","json":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X.json","graph_json":"https://pith.science/api/pith-number/EQL3VNFIILRE2XXGWGZ7SA6Y6X/graph.json","events_json":"https://pith.science/api/pith-number/EQL3VNFIILRE2XXGWGZ7SA6Y6X/events.json","paper":"https://pith.science/paper/EQL3VNFI"},"agent_actions":{"view_html":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X","download_json":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X.json","view_paper":"https://pith.science/paper/EQL3VNFI","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1511.04950&json=true","fetch_graph":"https://pith.science/api/pith-number/EQL3VNFIILRE2XXGWGZ7SA6Y6X/graph.json","fetch_events":"https://pith.science/api/pith-number/EQL3VNFIILRE2XXGWGZ7SA6Y6X/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X/action/timestamp_anchor","attest_storage":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X/action/storage_attestation","attest_author":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X/action/author_attestation","sign_citation":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X/action/citation_signature","submit_replication":"https://pith.science/pith/EQL3VNFIILRE2XXGWGZ7SA6Y6X/action/replication_record"}},"created_at":"2026-05-18T01:26:51.217815+00:00","updated_at":"2026-05-18T01:26:51.217815+00:00"}