{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:IMLJRYLFZX7JGPFPVK4SHRZHPD","short_pith_number":"pith:IMLJRYLF","schema_version":"1.0","canonical_sha256":"431698e165cdfe933cafaab923c72778e215f22873fe329ae5e787b6795550cc","source":{"kind":"arxiv","id":"1705.07352","version":4},"attestation_state":"computed","paper":{"title":"A Dynkin game on assets with incomplete information on the return","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC","q-fin.MF"],"primary_cat":"math.PR","authors_text":"Fabien Gensbittel, St\\'ephane Villeneuve, Tiziano De Angelis","submitted_at":"2017-05-20T19:56:04Z","abstract_excerpt":"This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a bi-dimensional diffusion $(X,Y)$. Then we characterize the existence of a Nash equilibrium in pure strategies in which each player stops at the hitting time of $(X,Y)$ to a set with moving boundary. A detailed description of the stopping sets for the two players is provided along with global $C^1$ regularity of the value function."},"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":"1705.07352","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-05-20T19:56:04Z","cross_cats_sorted":["math.OC","q-fin.MF"],"title_canon_sha256":"434a48fc706219a02f032679599ef84301061e31a59a513d397d459d4a101fd8","abstract_canon_sha256":"4585a5de6c83b346d43fdf859744bceeaa5995918c51904e7b30f60c5af08130"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:45:56.953367Z","signature_b64":"ZXS2Ncx/+m3LYVcWSembwtkJlqDk/543y+j0B7JeXZgnvRyp60ZBNibEt14EsCy8T2O7BUCNxwc7pO9VNtpnDQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"431698e165cdfe933cafaab923c72778e215f22873fe329ae5e787b6795550cc","last_reissued_at":"2026-05-17T23:45:56.952911Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:45:56.952911Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"A Dynkin game on assets with incomplete information on the return","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC","q-fin.MF"],"primary_cat":"math.PR","authors_text":"Fabien Gensbittel, St\\'ephane Villeneuve, Tiziano De Angelis","submitted_at":"2017-05-20T19:56:04Z","abstract_excerpt":"This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a bi-dimensional diffusion $(X,Y)$. Then we characterize the existence of a Nash equilibrium in pure strategies in which each player stops at the hitting time of $(X,Y)$ to a set with moving boundary. A detailed description of the stopping sets for the two players is provided along with global $C^1$ regularity of the value function."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1705.07352","kind":"arxiv","version":4},"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":"1705.07352","created_at":"2026-05-17T23:45:56.952983+00:00"},{"alias_kind":"arxiv_version","alias_value":"1705.07352v4","created_at":"2026-05-17T23:45:56.952983+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1705.07352","created_at":"2026-05-17T23:45:56.952983+00:00"},{"alias_kind":"pith_short_12","alias_value":"IMLJRYLFZX7J","created_at":"2026-05-18T12:31:21.493067+00:00"},{"alias_kind":"pith_short_16","alias_value":"IMLJRYLFZX7JGPFP","created_at":"2026-05-18T12:31:21.493067+00:00"},{"alias_kind":"pith_short_8","alias_value":"IMLJRYLF","created_at":"2026-05-18T12:31:21.493067+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/IMLJRYLFZX7JGPFPVK4SHRZHPD","json":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD.json","graph_json":"https://pith.science/api/pith-number/IMLJRYLFZX7JGPFPVK4SHRZHPD/graph.json","events_json":"https://pith.science/api/pith-number/IMLJRYLFZX7JGPFPVK4SHRZHPD/events.json","paper":"https://pith.science/paper/IMLJRYLF"},"agent_actions":{"view_html":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD","download_json":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD.json","view_paper":"https://pith.science/paper/IMLJRYLF","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1705.07352&json=true","fetch_graph":"https://pith.science/api/pith-number/IMLJRYLFZX7JGPFPVK4SHRZHPD/graph.json","fetch_events":"https://pith.science/api/pith-number/IMLJRYLFZX7JGPFPVK4SHRZHPD/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD/action/timestamp_anchor","attest_storage":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD/action/storage_attestation","attest_author":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD/action/author_attestation","sign_citation":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD/action/citation_signature","submit_replication":"https://pith.science/pith/IMLJRYLFZX7JGPFPVK4SHRZHPD/action/replication_record"}},"created_at":"2026-05-17T23:45:56.952983+00:00","updated_at":"2026-05-17T23:45:56.952983+00:00"}