{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2008:INND3DPLHFJSXNMFMHXNKC35L5","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":"c049fccbdb69e4f9d1851cde3864d65c3ca8b130699a226d3828ad037cfbe2ad","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2008-11-20T21:18:10Z","title_canon_sha256":"05b88f84bf7c2547031c13540933166dff5c7732cc8784daaeb73acffcd407a0"},"schema_version":"1.0","source":{"id":"0811.3427","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"0811.3427","created_at":"2026-05-18T04:24:45Z"},{"alias_kind":"arxiv_version","alias_value":"0811.3427v2","created_at":"2026-05-18T04:24:45Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.0811.3427","created_at":"2026-05-18T04:24:45Z"},{"alias_kind":"pith_short_12","alias_value":"INND3DPLHFJS","created_at":"2026-05-18T12:25:57Z"},{"alias_kind":"pith_short_16","alias_value":"INND3DPLHFJSXNMF","created_at":"2026-05-18T12:25:57Z"},{"alias_kind":"pith_short_8","alias_value":"INND3DPL","created_at":"2026-05-18T12:25:57Z"}],"graph_snapshots":[{"event_id":"sha256:b996eaa89676a520747b7dd83e77fa7b6c41dbbb74c900ad8874849678b74fea","target":"graph","created_at":"2026-05-18T04:24:45Z","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":"This paper deals with the numerical solution of the Heston partial differential equation that plays an important role in financial option pricing, Heston (1993, Rev. Finan. Stud. 6). A feature of this time-dependent, two-dimensional convection-diffusion-reaction equation is the presence of a mixed spatial-derivative term, which stems from the correlation between the two underlying stochastic processes for the asset price and its variance.\n  Semi-discretization of the Heston PDE, using finite difference schemes on a non-uniform grid, gives rise to large systems of stiff ordinary differential eq","authors_text":"K.J. in 't Hout, S. Foulon","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2008-11-20T21:18:10Z","title":"ADI finite difference schemes for option pricing in the Heston model with correlation"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0811.3427","kind":"arxiv","version":2},"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:ecd14a9244818e16fedd02aa3490eb775e3b4acc45b7f501ebdf09615c6df685","target":"record","created_at":"2026-05-18T04:24:45Z","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":"c049fccbdb69e4f9d1851cde3864d65c3ca8b130699a226d3828ad037cfbe2ad","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2008-11-20T21:18:10Z","title_canon_sha256":"05b88f84bf7c2547031c13540933166dff5c7732cc8784daaeb73acffcd407a0"},"schema_version":"1.0","source":{"id":"0811.3427","kind":"arxiv","version":2}},"canonical_sha256":"435a3d8deb39532bb58561eed50b7d5f51eebcfc23b8102d8d9a401924e004bb","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"435a3d8deb39532bb58561eed50b7d5f51eebcfc23b8102d8d9a401924e004bb","first_computed_at":"2026-05-18T04:24:45.520575Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:24:45.520575Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"q6RIR3Uf7URzQTtNoozklgwlDGyhTigU2WQF1BuoRoD5m8X+EG5nst+EApIskXuY262+Zsa0UfPQkBwty449BA==","signature_status":"signed_v1","signed_at":"2026-05-18T04:24:45.521144Z","signed_message":"canonical_sha256_bytes"},"source_id":"0811.3427","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ecd14a9244818e16fedd02aa3490eb775e3b4acc45b7f501ebdf09615c6df685","sha256:b996eaa89676a520747b7dd83e77fa7b6c41dbbb74c900ad8874849678b74fea"],"state_sha256":"b3275fd65c5480ad4daecd65922d757583f8cc6219b1678550ef7cf943298798"}