{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:JU2NTAJAJVXZMVLC7NDKQEUIPZ","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":"5a283c472e966f7c27a2dccea69125f14e9131a601e6f49ca0d51f05cc4af1df","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2015-06-01T09:05:10Z","title_canon_sha256":"4db49badddc202f1e8db8fc3fa3074d429f2285ae7c708422267ba1efea75bd6"},"schema_version":"1.0","source":{"id":"1506.00396","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1506.00396","created_at":"2026-05-18T01:59:54Z"},{"alias_kind":"arxiv_version","alias_value":"1506.00396v1","created_at":"2026-05-18T01:59:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1506.00396","created_at":"2026-05-18T01:59:54Z"},{"alias_kind":"pith_short_12","alias_value":"JU2NTAJAJVXZ","created_at":"2026-05-18T12:29:27Z"},{"alias_kind":"pith_short_16","alias_value":"JU2NTAJAJVXZMVLC","created_at":"2026-05-18T12:29:27Z"},{"alias_kind":"pith_short_8","alias_value":"JU2NTAJA","created_at":"2026-05-18T12:29:27Z"}],"graph_snapshots":[{"event_id":"sha256:29c4bc901a49eca3fee54b98ce5cce3be7f86f4e30af408e8917e02517e59b3b","target":"graph","created_at":"2026-05-18T01:59:54Z","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":"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.","authors_text":"Takuji Arai","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2015-06-01T09:05:10Z","title":"Good deal bounds with convex constraints"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1506.00396","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":"sha256:9ad56407ca5acc241d720394959c129c5284b29352d9422a6a3ad2254ec9e834","target":"record","created_at":"2026-05-18T01:59:54Z","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":"5a283c472e966f7c27a2dccea69125f14e9131a601e6f49ca0d51f05cc4af1df","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2015-06-01T09:05:10Z","title_canon_sha256":"4db49badddc202f1e8db8fc3fa3074d429f2285ae7c708422267ba1efea75bd6"},"schema_version":"1.0","source":{"id":"1506.00396","kind":"arxiv","version":1}},"canonical_sha256":"4d34d981204d6f965562fb46a812887e6b8cd719282277ea00f4bc04c0bc80e6","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"4d34d981204d6f965562fb46a812887e6b8cd719282277ea00f4bc04c0bc80e6","first_computed_at":"2026-05-18T01:59:54.677418Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:59:54.677418Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"G9mIjlt8YVWHoYl13P9rox1KdCJIrQqlyYx84oNfp6ligrYD/JIrGfmDAlo3A8OycZsl5KULKwh6M+D+glrcAg==","signature_status":"signed_v1","signed_at":"2026-05-18T01:59:54.678020Z","signed_message":"canonical_sha256_bytes"},"source_id":"1506.00396","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9ad56407ca5acc241d720394959c129c5284b29352d9422a6a3ad2254ec9e834","sha256:29c4bc901a49eca3fee54b98ce5cce3be7f86f4e30af408e8917e02517e59b3b"],"state_sha256":"e26ca4c2f8f6c63261cef2300ffcea16935ee3b7d2ad704da8acec36b4e16297"}