{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2022:GTNQGOCAEW2CTUYUHEP2QRFIXN","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":"2e6d417b0976d18bf5eb6f99509890ef9f8f1b84c653ac9e2742491f145943ee","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2022-01-22T18:01:56Z","title_canon_sha256":"41dd3521a9198cb8809c9f69e3900f7a36aa2b0f8948c03a4c3b25842b61ed17"},"schema_version":"1.0","source":{"id":"2201.09105","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2201.09105","created_at":"2026-07-05T03:52:34Z"},{"alias_kind":"arxiv_version","alias_value":"2201.09105v3","created_at":"2026-07-05T03:52:34Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2201.09105","created_at":"2026-07-05T03:52:34Z"},{"alias_kind":"pith_short_12","alias_value":"GTNQGOCAEW2C","created_at":"2026-07-05T03:52:34Z"},{"alias_kind":"pith_short_16","alias_value":"GTNQGOCAEW2CTUYU","created_at":"2026-07-05T03:52:34Z"},{"alias_kind":"pith_short_8","alias_value":"GTNQGOCA","created_at":"2026-07-05T03:52:34Z"}],"graph_snapshots":[{"event_id":"sha256:9b4e8a77aed27cfe324c51a90dc1f66043dfd33ad49181e5c727434d70f8fb68","target":"graph","created_at":"2026-07-05T03:52:34Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2201.09105/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"The replacement closeout convention has drawn more and more attention since the 2008 financial crisis. Compared with the conventional risk-free closeout, the replacement closeout convention incorporates the creditworthiness of the counterparty and thus providing a more accurate estimate of the Mark-to-market value of a financial claim. In contrast to the risk-free closeout, the replacement closeout renders a nonlinear valuation system, which constitutes the major difficulty in the valuation of the counterparty credit risk.\n  In this paper, we show how to address the nonlinearity attributed to ","authors_text":"Chaofan Sun, Ken Seng Tan, Wei Wei","cross_cats":[],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2022-01-22T18:01:56Z","title":"Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2201.09105","kind":"arxiv","version":3},"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":"sha256:4f73608b18ac987c08d019f72cac1524f1750ada78902ac74c7ec3ee2c66d335","target":"record","created_at":"2026-07-05T03:52:34Z","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":"2e6d417b0976d18bf5eb6f99509890ef9f8f1b84c653ac9e2742491f145943ee","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2022-01-22T18:01:56Z","title_canon_sha256":"41dd3521a9198cb8809c9f69e3900f7a36aa2b0f8948c03a4c3b25842b61ed17"},"schema_version":"1.0","source":{"id":"2201.09105","kind":"arxiv","version":3}},"canonical_sha256":"34db03384025b429d314391fa844a8bb5dd15aa24c7c763609972a2b2e2bca93","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"34db03384025b429d314391fa844a8bb5dd15aa24c7c763609972a2b2e2bca93","first_computed_at":"2026-07-05T03:52:34.864215Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T03:52:34.864215Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"FCS9C3SIADubIRVM/2yVDF++YIsaMbMqcHZ8ixX2QrAIXfjhCr9jBzTkpvO1zX/UdP8hAfXCv4th4OWyNQVHDw==","signature_status":"signed_v1","signed_at":"2026-07-05T03:52:34.864654Z","signed_message":"canonical_sha256_bytes"},"source_id":"2201.09105","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:4f73608b18ac987c08d019f72cac1524f1750ada78902ac74c7ec3ee2c66d335","sha256:9b4e8a77aed27cfe324c51a90dc1f66043dfd33ad49181e5c727434d70f8fb68"],"state_sha256":"5dd09db352ef9e526da961c3751a36d03f503a445cf775f7359856c70e529884"}