{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:JGBG44QGYSF4JCX2MPWXFTJZGD","short_pith_number":"pith:JGBG44QG","canonical_record":{"source":{"id":"1709.02577","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2017-09-08T07:37:35Z","cross_cats_sorted":["stat.AP"],"title_canon_sha256":"cd123d2f9f7d5a60dea49fae9cb96e82f54cf1e7b19e8e3e0074dd6da2066561","abstract_canon_sha256":"08319ebdf3335b04ab1066562c52c051273113b79f7fd2beb4b1f401a282fd84"},"schema_version":"1.0"},"canonical_sha256":"49826e7206c48bc48afa63ed72cd3930f15f4baa42b902180d88cd949952e10f","source":{"kind":"arxiv","id":"1709.02577","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1709.02577","created_at":"2026-05-17T23:52:44Z"},{"alias_kind":"arxiv_version","alias_value":"1709.02577v2","created_at":"2026-05-17T23:52:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1709.02577","created_at":"2026-05-17T23:52:44Z"},{"alias_kind":"pith_short_12","alias_value":"JGBG44QGYSF4","created_at":"2026-05-18T12:31:24Z"},{"alias_kind":"pith_short_16","alias_value":"JGBG44QGYSF4JCX2","created_at":"2026-05-18T12:31:24Z"},{"alias_kind":"pith_short_8","alias_value":"JGBG44QG","created_at":"2026-05-18T12:31:24Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:JGBG44QGYSF4JCX2MPWXFTJZGD","target":"record","payload":{"canonical_record":{"source":{"id":"1709.02577","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2017-09-08T07:37:35Z","cross_cats_sorted":["stat.AP"],"title_canon_sha256":"cd123d2f9f7d5a60dea49fae9cb96e82f54cf1e7b19e8e3e0074dd6da2066561","abstract_canon_sha256":"08319ebdf3335b04ab1066562c52c051273113b79f7fd2beb4b1f401a282fd84"},"schema_version":"1.0"},"canonical_sha256":"49826e7206c48bc48afa63ed72cd3930f15f4baa42b902180d88cd949952e10f","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:52:44.490499Z","signature_b64":"pqUvYf7luRyRck8R5X/+yLFRwadrP2YK++shKLN+SbkoWE+8Ir5bCG20M9zmH2RoePRUF7/GAt1kcHx4RCFhAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"49826e7206c48bc48afa63ed72cd3930f15f4baa42b902180d88cd949952e10f","last_reissued_at":"2026-05-17T23:52:44.489950Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:52:44.489950Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1709.02577","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:52:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"71e6TBRPkPyxEpMnKL/BXnRILvRI0dT7SLZHwztGtT2qC+NezH/73OE8KHrG7W3WrgZ4E0kr1nt7f82mPpAvBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-26T06:50:41.736903Z"},"content_sha256":"0830e206ef263025c54b2b9b86001bf2bdafc6ba4235ad39820f775e6b9a2dd6","schema_version":"1.0","event_id":"sha256:0830e206ef263025c54b2b9b86001bf2bdafc6ba4235ad39820f775e6b9a2dd6"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:JGBG44QGYSF4JCX2MPWXFTJZGD","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.AP"],"primary_cat":"math.NA","authors_text":"Xiaoqun Wang, Zhijian He","submitted_at":"2017-09-08T07:37:35Z","abstract_excerpt":"Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the performance of the QMC method. This paper develops an integrated method that overcomes the challenges of the high dimensionality and discontinuities concurrently. For this purpose, a smoothing method is proposed to remove the discontinuities for some typical functions arising from financial engineering. To make the smoothing method applicable for more general f"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1709.02577","kind":"arxiv","version":2},"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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:52:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"BlIeQlu+rNXUDKtR5kjf78vfK+LbGbNvxnXKhMN8clN2UvPqO0Z+ZVc95OWIlKcc2LHwvDNXV9cyExUKf+tqDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-26T06:50:41.737597Z"},"content_sha256":"ae7455c4a3e3cff375856174e20643e302c2b748e614caf5448276bbf4505096","schema_version":"1.0","event_id":"sha256:ae7455c4a3e3cff375856174e20643e302c2b748e614caf5448276bbf4505096"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/JGBG44QGYSF4JCX2MPWXFTJZGD/bundle.json","state_url":"https://pith.science/pith/JGBG44QGYSF4JCX2MPWXFTJZGD/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/JGBG44QGYSF4JCX2MPWXFTJZGD/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-26T06:50:41Z","links":{"resolver":"https://pith.science/pith/JGBG44QGYSF4JCX2MPWXFTJZGD","bundle":"https://pith.science/pith/JGBG44QGYSF4JCX2MPWXFTJZGD/bundle.json","state":"https://pith.science/pith/JGBG44QGYSF4JCX2MPWXFTJZGD/state.json","well_known_bundle":"https://pith.science/.well-known/pith/JGBG44QGYSF4JCX2MPWXFTJZGD/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:JGBG44QGYSF4JCX2MPWXFTJZGD","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":"08319ebdf3335b04ab1066562c52c051273113b79f7fd2beb4b1f401a282fd84","cross_cats_sorted":["stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2017-09-08T07:37:35Z","title_canon_sha256":"cd123d2f9f7d5a60dea49fae9cb96e82f54cf1e7b19e8e3e0074dd6da2066561"},"schema_version":"1.0","source":{"id":"1709.02577","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1709.02577","created_at":"2026-05-17T23:52:44Z"},{"alias_kind":"arxiv_version","alias_value":"1709.02577v2","created_at":"2026-05-17T23:52:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1709.02577","created_at":"2026-05-17T23:52:44Z"},{"alias_kind":"pith_short_12","alias_value":"JGBG44QGYSF4","created_at":"2026-05-18T12:31:24Z"},{"alias_kind":"pith_short_16","alias_value":"JGBG44QGYSF4JCX2","created_at":"2026-05-18T12:31:24Z"},{"alias_kind":"pith_short_8","alias_value":"JGBG44QG","created_at":"2026-05-18T12:31:24Z"}],"graph_snapshots":[{"event_id":"sha256:ae7455c4a3e3cff375856174e20643e302c2b748e614caf5448276bbf4505096","target":"graph","created_at":"2026-05-17T23:52:44Z","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":"Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the performance of the QMC method. This paper develops an integrated method that overcomes the challenges of the high dimensionality and discontinuities concurrently. For this purpose, a smoothing method is proposed to remove the discontinuities for some typical functions arising from financial engineering. To make the smoothing method applicable for more general f","authors_text":"Xiaoqun Wang, Zhijian He","cross_cats":["stat.AP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2017-09-08T07:37:35Z","title":"An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1709.02577","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":"sha256:0830e206ef263025c54b2b9b86001bf2bdafc6ba4235ad39820f775e6b9a2dd6","target":"record","created_at":"2026-05-17T23:52:44Z","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":"08319ebdf3335b04ab1066562c52c051273113b79f7fd2beb4b1f401a282fd84","cross_cats_sorted":["stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2017-09-08T07:37:35Z","title_canon_sha256":"cd123d2f9f7d5a60dea49fae9cb96e82f54cf1e7b19e8e3e0074dd6da2066561"},"schema_version":"1.0","source":{"id":"1709.02577","kind":"arxiv","version":2}},"canonical_sha256":"49826e7206c48bc48afa63ed72cd3930f15f4baa42b902180d88cd949952e10f","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"49826e7206c48bc48afa63ed72cd3930f15f4baa42b902180d88cd949952e10f","first_computed_at":"2026-05-17T23:52:44.489950Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:52:44.489950Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"pqUvYf7luRyRck8R5X/+yLFRwadrP2YK++shKLN+SbkoWE+8Ir5bCG20M9zmH2RoePRUF7/GAt1kcHx4RCFhAA==","signature_status":"signed_v1","signed_at":"2026-05-17T23:52:44.490499Z","signed_message":"canonical_sha256_bytes"},"source_id":"1709.02577","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:0830e206ef263025c54b2b9b86001bf2bdafc6ba4235ad39820f775e6b9a2dd6","sha256:ae7455c4a3e3cff375856174e20643e302c2b748e614caf5448276bbf4505096"],"state_sha256":"35b1f639c8d78e125da2d76d0db6b2a465b073df5f4bf0675a22c49084d7beef"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"rUrnuNvXeDyLYXuUx+4IbfN3+otV4bhh8agy26eA62Yy0C33Lh/cmCAKIILK7qyYbISvBCQ0ArRLHnEdBOhsDw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-26T06:50:41.741446Z","bundle_sha256":"fbdd92c831185efc3bce3859e1ba562a291002cc1451eb2ee20662cff9c57922"}}