{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:GRDMEW2WS6Y3F5U7XL2BDBHICN","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":"77db72c6b245df98ebe33bc9ff9dcb8e8b0c70cf30c665d29c8bc46b252a1b3a","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-09-26T14:52:18Z","title_canon_sha256":"6103041ae22d03bb8e7cd4e469a8a3a02a4523a0cfa8dc566caab48fb659b636"},"schema_version":"1.0","source":{"id":"1709.09068","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1709.09068","created_at":"2026-05-18T00:34:21Z"},{"alias_kind":"arxiv_version","alias_value":"1709.09068v1","created_at":"2026-05-18T00:34:21Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1709.09068","created_at":"2026-05-18T00:34:21Z"},{"alias_kind":"pith_short_12","alias_value":"GRDMEW2WS6Y3","created_at":"2026-05-18T12:31:18Z"},{"alias_kind":"pith_short_16","alias_value":"GRDMEW2WS6Y3F5U7","created_at":"2026-05-18T12:31:18Z"},{"alias_kind":"pith_short_8","alias_value":"GRDMEW2W","created_at":"2026-05-18T12:31:18Z"}],"graph_snapshots":[{"event_id":"sha256:c63e35184d8f3d35d583ef9b68dfe589d7e210bba50a382b29efbc77fda3e845","target":"graph","created_at":"2026-05-18T00:34:21Z","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 new framework for Hermite fractional financial markets, generalizing the fractional Brownian motion and fractional Rosenblatt markets. Considering pure and mixed Hermite markets, we introduce a strategy-specific arbitrage tax on the rate of transaction volume acceleration of the hedging portfolio as the prices of risky assets change, allowing us to transform Hermite markets with arbitrage opportunities to markets with no arbitrage opportunities within the class of Markov trading strategies.","authors_text":"Frank J. Fabozzi, Stefan Mittnik, Stoyan V. Stoyanov, Svetlozar T. Rachev","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-09-26T14:52:18Z","title":"Pricing derivatives in Hermite markets"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1709.09068","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":"sha256:97aeeea7922d99ed1dcb4223bed7d56f7a6744259f8e17b013ced9814c94f3ab","target":"record","created_at":"2026-05-18T00:34:21Z","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":"77db72c6b245df98ebe33bc9ff9dcb8e8b0c70cf30c665d29c8bc46b252a1b3a","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-09-26T14:52:18Z","title_canon_sha256":"6103041ae22d03bb8e7cd4e469a8a3a02a4523a0cfa8dc566caab48fb659b636"},"schema_version":"1.0","source":{"id":"1709.09068","kind":"arxiv","version":1}},"canonical_sha256":"3446c25b5697b1b2f69fbaf41184e8134074d410a26fc1652c0129460ee98be2","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"3446c25b5697b1b2f69fbaf41184e8134074d410a26fc1652c0129460ee98be2","first_computed_at":"2026-05-18T00:34:21.252903Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:34:21.252903Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"5h4rp29sEpAK2oxWgz7whz93/lsRMW/SwG+l8ysL0wa/Y10FgQ8a1M7/vlmNbUm6Ala3a0nHlwmsyg0xb9unAw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:34:21.253349Z","signed_message":"canonical_sha256_bytes"},"source_id":"1709.09068","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:97aeeea7922d99ed1dcb4223bed7d56f7a6744259f8e17b013ced9814c94f3ab","sha256:c63e35184d8f3d35d583ef9b68dfe589d7e210bba50a382b29efbc77fda3e845"],"state_sha256":"c661723aff06feb47755dd768a3575fdcb0eb24300a572cb91043a9e2224277d"}