{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:ISQPNCGVDZUD7BO256I2NKECGQ","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":"9b1765acd26fa701507e4b4abe31a285007e84495430ca3cd03ef6647021f4ff","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-05-16T04:12:01Z","title_canon_sha256":"0c66081f9384cd9a061483eb5e0bb19a5f903078f39ab85c8c208f60313efa5c"},"schema_version":"1.0","source":{"id":"1205.3550","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1205.3550","created_at":"2026-05-18T03:52:00Z"},{"alias_kind":"arxiv_version","alias_value":"1205.3550v2","created_at":"2026-05-18T03:52:00Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1205.3550","created_at":"2026-05-18T03:52:00Z"},{"alias_kind":"pith_short_12","alias_value":"ISQPNCGVDZUD","created_at":"2026-05-18T12:27:09Z"},{"alias_kind":"pith_short_16","alias_value":"ISQPNCGVDZUD7BO2","created_at":"2026-05-18T12:27:09Z"},{"alias_kind":"pith_short_8","alias_value":"ISQPNCGV","created_at":"2026-05-18T12:27:09Z"}],"graph_snapshots":[{"event_id":"sha256:b9808c82e0f2cccbccea4105dfcfc5b45154e124e56ef4336cc27994a5b88d26","target":"graph","created_at":"2026-05-18T03:52:00Z","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":"Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter $\\gamma$ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the Heston (or square root) process, 1- GARCH, and 3/2 - the 3/2 model. Some other models were discovered in \\cite{Labordere2009} by making connection between stochastic volatility and solvable diffusion processes in quantum mechanics. In particular, he used to build a bridge between solvable (super)potentials (the Natanzon (super)potentials, which allow reduction of a Schr\\\"{o}dinger equation to a G","authors_text":"Andrey Itkin","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-05-16T04:12:01Z","title":"New solvable stochastic volatility models for pricing volatility derivatives"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1205.3550","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:f46e3fe79fe974139fcd944971c680bd929cf3fd6eb0e1d84f4b3e7ecc06a479","target":"record","created_at":"2026-05-18T03:52:00Z","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":"9b1765acd26fa701507e4b4abe31a285007e84495430ca3cd03ef6647021f4ff","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-05-16T04:12:01Z","title_canon_sha256":"0c66081f9384cd9a061483eb5e0bb19a5f903078f39ab85c8c208f60313efa5c"},"schema_version":"1.0","source":{"id":"1205.3550","kind":"arxiv","version":2}},"canonical_sha256":"44a0f688d51e683f85daef91a6a8823408ae6882e7151c1e3fb4e1e20c03c92b","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"44a0f688d51e683f85daef91a6a8823408ae6882e7151c1e3fb4e1e20c03c92b","first_computed_at":"2026-05-18T03:52:00.714270Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:52:00.714270Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Y3OjAs7t582SGvpN6SwQy7AQ6J5iJtZRwR6p0W7p+PUXTc3ZojIWznQtNAmrqVAgaia4rhCeltN5//qGm7pYCw==","signature_status":"signed_v1","signed_at":"2026-05-18T03:52:00.714956Z","signed_message":"canonical_sha256_bytes"},"source_id":"1205.3550","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f46e3fe79fe974139fcd944971c680bd929cf3fd6eb0e1d84f4b3e7ecc06a479","sha256:b9808c82e0f2cccbccea4105dfcfc5b45154e124e56ef4336cc27994a5b88d26"],"state_sha256":"3ef207b56d6958252979d42e0c94b33317ef25d9ebe170c1eeed02a6da2b827e"}