{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:ILH44LJQZ6NJSFQSHK6O6CWVNA","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":"723e78600e3539215c560ff6bb1c47e73bfc67b87eb6d26c38806f958aa85bf6","cross_cats_sorted":["q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-07-07T16:55:13Z","title_canon_sha256":"6da5dc6f990da1ef7bae1d4659c1b0e9d6fab319e4ab62ca47cb11251ed463e8"},"schema_version":"1.0","source":{"id":"1407.1769","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1407.1769","created_at":"2026-05-18T01:27:46Z"},{"alias_kind":"arxiv_version","alias_value":"1407.1769v3","created_at":"2026-05-18T01:27:46Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1407.1769","created_at":"2026-05-18T01:27:46Z"},{"alias_kind":"pith_short_12","alias_value":"ILH44LJQZ6NJ","created_at":"2026-05-18T12:28:33Z"},{"alias_kind":"pith_short_16","alias_value":"ILH44LJQZ6NJSFQS","created_at":"2026-05-18T12:28:33Z"},{"alias_kind":"pith_short_8","alias_value":"ILH44LJQ","created_at":"2026-05-18T12:28:33Z"}],"graph_snapshots":[{"event_id":"sha256:a4531d4c7aaa5d4bc65c8af3e4c3cd10369f98929fcf8e7f88cc631a0d1772cd","target":"graph","created_at":"2026-05-18T01:27:46Z","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":"The paper develops general, discrete, non-probabilistic market models and minmax price bounds leading to price intervals for European options. The approach provides the trajectory based analogue of martingale-like properties as well as a generalization that allows a limited notion of arbitrage in the market while still providing coherent option prices. Several properties of the price bounds are obtained, in particular a connection with risk neutral pricing is established for trajectory markets associated to a continuous-time martingale model.","authors_text":"Alfredo L. Gonzalez, Ivan L. Degano, Massoome Rahsepar, Sebastian E. Ferrando","cross_cats":["q-fin.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-07-07T16:55:13Z","title":"Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1407.1769","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":"sha256:3c08217fb362543cbf9a6a89dbc3f4035855e19e6c65effa94ca3bcbeb9572be","target":"record","created_at":"2026-05-18T01:27:46Z","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":"723e78600e3539215c560ff6bb1c47e73bfc67b87eb6d26c38806f958aa85bf6","cross_cats_sorted":["q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-07-07T16:55:13Z","title_canon_sha256":"6da5dc6f990da1ef7bae1d4659c1b0e9d6fab319e4ab62ca47cb11251ed463e8"},"schema_version":"1.0","source":{"id":"1407.1769","kind":"arxiv","version":3}},"canonical_sha256":"42cfce2d30cf9a9916123abcef0ad56838d7abfc579bc4b4adf1d3b7fb47c303","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"42cfce2d30cf9a9916123abcef0ad56838d7abfc579bc4b4adf1d3b7fb47c303","first_computed_at":"2026-05-18T01:27:46.604416Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:27:46.604416Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"C6zzTP8Bxc/aBnzYXbvIyhf7lZT4xX7Xpw93O5OZeGQOK7sSqx26ebMN+G0n1bUQPiR64KKo5Fu7oxTczz9iAw==","signature_status":"signed_v1","signed_at":"2026-05-18T01:27:46.605151Z","signed_message":"canonical_sha256_bytes"},"source_id":"1407.1769","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:3c08217fb362543cbf9a6a89dbc3f4035855e19e6c65effa94ca3bcbeb9572be","sha256:a4531d4c7aaa5d4bc65c8af3e4c3cd10369f98929fcf8e7f88cc631a0d1772cd"],"state_sha256":"38d93628e815313b0b7fc4a5669e18dcddf5ee6e6579c9a16e841bde7dd1ca99"}