{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:FGLDF46EMVR6CFF22WKNSIXKY4","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":"aa6e37169ac610fc2c34211d596db046db58640d2e8e5be3fecb72b2216c284c","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-05-02T15:30:39Z","title_canon_sha256":"f9b29f6f82db8a49e0fa6607e6f2a54064b5824a97591d7cbb6f3ae3c4837e6b"},"schema_version":"1.0","source":{"id":"1305.0479","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1305.0479","created_at":"2026-05-18T01:17:38Z"},{"alias_kind":"arxiv_version","alias_value":"1305.0479v1","created_at":"2026-05-18T01:17:38Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1305.0479","created_at":"2026-05-18T01:17:38Z"},{"alias_kind":"pith_short_12","alias_value":"FGLDF46EMVR6","created_at":"2026-05-18T12:27:45Z"},{"alias_kind":"pith_short_16","alias_value":"FGLDF46EMVR6CFF2","created_at":"2026-05-18T12:27:45Z"},{"alias_kind":"pith_short_8","alias_value":"FGLDF46E","created_at":"2026-05-18T12:27:45Z"}],"graph_snapshots":[{"event_id":"sha256:b03f33347dc7ec6ed1a95623c787a3c4ef787b3aa603e98a67451d55a3632115","target":"graph","created_at":"2026-05-18T01:17:38Z","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 propose a robust and stable lattice method which permits to obtain very accurate American option prices in presence of CIR stochastic interest rate without any numerical restriction on its parameters. Numerical results show the reliability and the accuracy of the proposed method.","authors_text":"Antonino Zanette, Elisa Appolloni, Lucia Caramellino","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-05-02T15:30:39Z","title":"A robust tree method for pricing American options with CIR stochastic interest rate"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1305.0479","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:f7d82a8879fb62b47a772720e26336d71bafe5d5ad73a09a5e97edda6063aaf9","target":"record","created_at":"2026-05-18T01:17:38Z","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":"aa6e37169ac610fc2c34211d596db046db58640d2e8e5be3fecb72b2216c284c","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-05-02T15:30:39Z","title_canon_sha256":"f9b29f6f82db8a49e0fa6607e6f2a54064b5824a97591d7cbb6f3ae3c4837e6b"},"schema_version":"1.0","source":{"id":"1305.0479","kind":"arxiv","version":1}},"canonical_sha256":"299632f3c46563e114bad594d922eac722db400a07a87337070b5512a857075a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"299632f3c46563e114bad594d922eac722db400a07a87337070b5512a857075a","first_computed_at":"2026-05-18T01:17:38.102106Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:17:38.102106Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"4lxke3pGeI2+/OvctmgY0boM3eF783Vuo6jrNrdxU69HnuIKg8B+tBd2I5PFj3RkFxq5VnQ9OukTuXKfJz0VCQ==","signature_status":"signed_v1","signed_at":"2026-05-18T01:17:38.102887Z","signed_message":"canonical_sha256_bytes"},"source_id":"1305.0479","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f7d82a8879fb62b47a772720e26336d71bafe5d5ad73a09a5e97edda6063aaf9","sha256:b03f33347dc7ec6ed1a95623c787a3c4ef787b3aa603e98a67451d55a3632115"],"state_sha256":"11b1e4d7bdbe8f33bb56ed7ab87049fd65c7c526f415ec6b422edfc61e4a6ac1"}