{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:IROAODYCJ4SYDOQURSWVCBGC3I","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":"82ae36553fac2a839383d59762493fcc67aa13e71bde3717c7dfb425aefc9c9f","cross_cats_sorted":["math.OC","q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-01-27T21:48:36Z","title_canon_sha256":"9e1ed43dc15713b3e1b8657eed20c008406ac47dba1bdfeb0f4fe3f7a304487e"},"schema_version":"1.0","source":{"id":"1701.08204","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1701.08204","created_at":"2026-05-18T00:51:56Z"},{"alias_kind":"arxiv_version","alias_value":"1701.08204v1","created_at":"2026-05-18T00:51:56Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1701.08204","created_at":"2026-05-18T00:51:56Z"},{"alias_kind":"pith_short_12","alias_value":"IROAODYCJ4SY","created_at":"2026-05-18T12:31:21Z"},{"alias_kind":"pith_short_16","alias_value":"IROAODYCJ4SYDOQU","created_at":"2026-05-18T12:31:21Z"},{"alias_kind":"pith_short_8","alias_value":"IROAODYC","created_at":"2026-05-18T12:31:21Z"}],"graph_snapshots":[{"event_id":"sha256:82d0bbd7fcf9c842ba1bdb4289681d4a1c991ed498410bc5ccf4db5869be2cf7","target":"graph","created_at":"2026-05-18T00:51:56Z","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":"Motivated by the model- independent pricing of derivatives calibrated to the real market, we consider an optimization problem similar to the optimal Skorokhod embedding problem, where the embedded Brownian motion needs only to reproduce a finite number of prices of Vanilla options. We derive in this paper the corresponding dualities and the geometric characterization of optimizers. Then we show a stability result, i.e. when more and more Vanilla options are given, the optimization problem converges to an optimal Skorokhod embedding problem, which constitutes the basis of the numerical computat","authors_text":"Gaoyue Guo","cross_cats":["math.OC","q-fin.MF"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-01-27T21:48:36Z","title":"A stability result on optimal Skorokhod embedding"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1701.08204","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":"sha256:2e8b610771998c4718459f51485d3cefe020fc1992223c2cc5444a128a0b028f","target":"record","created_at":"2026-05-18T00:51:56Z","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":"82ae36553fac2a839383d59762493fcc67aa13e71bde3717c7dfb425aefc9c9f","cross_cats_sorted":["math.OC","q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-01-27T21:48:36Z","title_canon_sha256":"9e1ed43dc15713b3e1b8657eed20c008406ac47dba1bdfeb0f4fe3f7a304487e"},"schema_version":"1.0","source":{"id":"1701.08204","kind":"arxiv","version":1}},"canonical_sha256":"445c070f024f2581ba148cad5104c2da322d16263dd24e3191c7844b5b9310bd","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"445c070f024f2581ba148cad5104c2da322d16263dd24e3191c7844b5b9310bd","first_computed_at":"2026-05-18T00:51:56.840382Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:51:56.840382Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"g/I/IznXfdi52UVo+YNGyJg9eB2LCmjojvQK/eQi5mu1xRiqzGqV9J+amgTA4HIrsMmfIWYBGj2DYzjp4a6NCQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:51:56.840806Z","signed_message":"canonical_sha256_bytes"},"source_id":"1701.08204","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:2e8b610771998c4718459f51485d3cefe020fc1992223c2cc5444a128a0b028f","sha256:82d0bbd7fcf9c842ba1bdb4289681d4a1c991ed498410bc5ccf4db5869be2cf7"],"state_sha256":"3b7c42b7ac6b3408cbb3a9da80e3655d993d088c31d077185fb36ebb3ec61f62"}