{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:KCCGLKAT3QGIUD627J7IWGNVN2","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":"0c86eabab48102a7cc2904f4b26debacb368e9f1d7ef7718e58c3a0649662639","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-02-27T13:11:27Z","title_canon_sha256":"777a9802649efbd62beb2abd0e2575076378d75b7ce3927b25c3b0cd1fd81e67"},"schema_version":"1.0","source":{"id":"1802.09864","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1802.09864","created_at":"2026-05-18T00:19:08Z"},{"alias_kind":"arxiv_version","alias_value":"1802.09864v1","created_at":"2026-05-18T00:19:08Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1802.09864","created_at":"2026-05-18T00:19:08Z"},{"alias_kind":"pith_short_12","alias_value":"KCCGLKAT3QGI","created_at":"2026-05-18T12:32:33Z"},{"alias_kind":"pith_short_16","alias_value":"KCCGLKAT3QGIUD62","created_at":"2026-05-18T12:32:33Z"},{"alias_kind":"pith_short_8","alias_value":"KCCGLKAT","created_at":"2026-05-18T12:32:33Z"}],"graph_snapshots":[{"event_id":"sha256:f75c91b63c8a89e9cc443eadf93f30f52c2299894da683dbf931e4fa3f9579fb","target":"graph","created_at":"2026-05-18T00:19:08Z","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":"In this paper, we focus on option pricing models based on space-time fractional diffusion. We briefly revise recent results which show that the option price can be represented in the terms of rapidly converging double-series and apply these results to the data from real markets. We focus on estimation of model parameters from the market data and estimation of implied volatility within the space-time fractional option pricing models.","authors_text":"Jan Korbel, Jean-Philippe Aguilar","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-02-27T13:11:27Z","title":"Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1802.09864","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:dd906cf587196f5c8d7ad0bd797864b0dacc70bb4ec6d16a1324fb60e63d68a7","target":"record","created_at":"2026-05-18T00:19:08Z","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":"0c86eabab48102a7cc2904f4b26debacb368e9f1d7ef7718e58c3a0649662639","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-02-27T13:11:27Z","title_canon_sha256":"777a9802649efbd62beb2abd0e2575076378d75b7ce3927b25c3b0cd1fd81e67"},"schema_version":"1.0","source":{"id":"1802.09864","kind":"arxiv","version":1}},"canonical_sha256":"508465a813dc0c8a0fdafa7e8b19b56e95552582efd0e8c00b6a3d40985925e5","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"508465a813dc0c8a0fdafa7e8b19b56e95552582efd0e8c00b6a3d40985925e5","first_computed_at":"2026-05-18T00:19:08.280600Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:19:08.280600Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"7psFIU4mgiW1uAlWtWEEjEwTL+6e+u4+LbxO5TeffSewnP0wIAMng2Z6ohXvFINYMmhHKfDgBUAa6FUMVmM4BA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:19:08.281271Z","signed_message":"canonical_sha256_bytes"},"source_id":"1802.09864","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:dd906cf587196f5c8d7ad0bd797864b0dacc70bb4ec6d16a1324fb60e63d68a7","sha256:f75c91b63c8a89e9cc443eadf93f30f52c2299894da683dbf931e4fa3f9579fb"],"state_sha256":"fc735644201e130bbe131de987ce152c556f564cda6f3e608b010d24f0a8e293"}