{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2015:JU2NTAJAJVXZMVLC7NDKQEUIPZ","short_pith_number":"pith:JU2NTAJA","schema_version":"1.0","canonical_sha256":"4d34d981204d6f965562fb46a812887e6b8cd719282277ea00f4bc04c0bc80e6","source":{"kind":"arxiv","id":"1506.00396","version":1},"attestation_state":"computed","paper":{"title":"Good deal bounds with convex constraints","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Takuji Arai","submitted_at":"2015-06-01T09:05:10Z","abstract_excerpt":"We investigate the structure of good deal bounds, which are subintervals of a no-arbitrage pricing bound, for financial market models with convex constraints as an extension of Arai and Fukasawa (2014). The upper and lower bounds of a good deal bound are naturally described by a convex risk measure. We call such a risk measure a good deal valuation; and study its properties. We also discuss superhedging cost and Fundamental Theorem of Asset Pricing for convex constrained markets."},"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":"1506.00396","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2015-06-01T09:05:10Z","cross_cats_sorted":[],"title_canon_sha256":"4db49badddc202f1e8db8fc3fa3074d429f2285ae7c708422267ba1efea75bd6","abstract_canon_sha256":"5a283c472e966f7c27a2dccea69125f14e9131a601e6f49ca0d51f05cc4af1df"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:59:54.678020Z","signature_b64":"G9mIjlt8YVWHoYl13P9rox1KdCJIrQqlyYx84oNfp6ligrYD/JIrGfmDAlo3A8OycZsl5KULKwh6M+D+glrcAg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"4d34d981204d6f965562fb46a812887e6b8cd719282277ea00f4bc04c0bc80e6","last_reissued_at":"2026-05-18T01:59:54.677418Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:59:54.677418Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Good deal bounds with convex constraints","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Takuji Arai","submitted_at":"2015-06-01T09:05:10Z","abstract_excerpt":"We investigate the structure of good deal bounds, which are subintervals of a no-arbitrage pricing bound, for financial market models with convex constraints as an extension of Arai and Fukasawa (2014). The upper and lower bounds of a good deal bound are naturally described by a convex risk measure. We call such a risk measure a good deal valuation; and study its properties. We also discuss superhedging cost and Fundamental Theorem of Asset Pricing for convex constrained markets."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1506.00396","kind":"arxiv","version":1},"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":"1506.00396","created_at":"2026-05-18T01:59:54.677503+00:00"},{"alias_kind":"arxiv_version","alias_value":"1506.00396v1","created_at":"2026-05-18T01:59:54.677503+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1506.00396","created_at":"2026-05-18T01:59:54.677503+00:00"},{"alias_kind":"pith_short_12","alias_value":"JU2NTAJAJVXZ","created_at":"2026-05-18T12:29:27.538025+00:00"},{"alias_kind":"pith_short_16","alias_value":"JU2NTAJAJVXZMVLC","created_at":"2026-05-18T12:29:27.538025+00:00"},{"alias_kind":"pith_short_8","alias_value":"JU2NTAJA","created_at":"2026-05-18T12:29:27.538025+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/JU2NTAJAJVXZMVLC7NDKQEUIPZ","json":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ.json","graph_json":"https://pith.science/api/pith-number/JU2NTAJAJVXZMVLC7NDKQEUIPZ/graph.json","events_json":"https://pith.science/api/pith-number/JU2NTAJAJVXZMVLC7NDKQEUIPZ/events.json","paper":"https://pith.science/paper/JU2NTAJA"},"agent_actions":{"view_html":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ","download_json":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ.json","view_paper":"https://pith.science/paper/JU2NTAJA","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1506.00396&json=true","fetch_graph":"https://pith.science/api/pith-number/JU2NTAJAJVXZMVLC7NDKQEUIPZ/graph.json","fetch_events":"https://pith.science/api/pith-number/JU2NTAJAJVXZMVLC7NDKQEUIPZ/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ/action/timestamp_anchor","attest_storage":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ/action/storage_attestation","attest_author":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ/action/author_attestation","sign_citation":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ/action/citation_signature","submit_replication":"https://pith.science/pith/JU2NTAJAJVXZMVLC7NDKQEUIPZ/action/replication_record"}},"created_at":"2026-05-18T01:59:54.677503+00:00","updated_at":"2026-05-18T01:59:54.677503+00:00"}