{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2014:KKI7A2DYXZ2CC4G7FQF5MXB2PG","short_pith_number":"pith:KKI7A2DY","canonical_record":{"source":{"id":"1412.7943","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-12-26T14:55:57Z","cross_cats_sorted":["math.PR","q-fin.PR"],"title_canon_sha256":"65cc4783989b2d9e1e23b1cb447878cba624721f7b5f831f59897f6de4305eb7","abstract_canon_sha256":"e68fcf9b1a05e77c11165f76956633f40a1bba6482b8ba50e1d5e40073a4c7f3"},"schema_version":"1.0"},"canonical_sha256":"5291f06878be742170df2c0bd65c3a79880d568de400e77a137f59d927b325bd","source":{"kind":"arxiv","id":"1412.7943","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1412.7943","created_at":"2026-05-18T02:30:24Z"},{"alias_kind":"arxiv_version","alias_value":"1412.7943v1","created_at":"2026-05-18T02:30:24Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1412.7943","created_at":"2026-05-18T02:30:24Z"},{"alias_kind":"pith_short_12","alias_value":"KKI7A2DYXZ2C","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_16","alias_value":"KKI7A2DYXZ2CC4G7","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_8","alias_value":"KKI7A2DY","created_at":"2026-05-18T12:28:35Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2014:KKI7A2DYXZ2CC4G7FQF5MXB2PG","target":"record","payload":{"canonical_record":{"source":{"id":"1412.7943","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-12-26T14:55:57Z","cross_cats_sorted":["math.PR","q-fin.PR"],"title_canon_sha256":"65cc4783989b2d9e1e23b1cb447878cba624721f7b5f831f59897f6de4305eb7","abstract_canon_sha256":"e68fcf9b1a05e77c11165f76956633f40a1bba6482b8ba50e1d5e40073a4c7f3"},"schema_version":"1.0"},"canonical_sha256":"5291f06878be742170df2c0bd65c3a79880d568de400e77a137f59d927b325bd","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:30:24.635257Z","signature_b64":"01FNSlWGVaC0rx5DWIbe6HkK9JwlzZhlo3PVs4KCPsM63uSRw8mmcxVOTnuRaOn3rwmnz3XVEhY8vlLHsFQiCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"5291f06878be742170df2c0bd65c3a79880d568de400e77a137f59d927b325bd","last_reissued_at":"2026-05-18T02:30:24.634633Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:30:24.634633Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1412.7943","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T02:30:24Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"WhBzbYMeXHEFuZo4UQxJzGIyk/uduz6gd8YwMwvP5lk9H7Kpb5rL5MomH0zHjG89k6qeJlJ1+o7VkTQpbOhfCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-22T10:54:57.816137Z"},"content_sha256":"4e508e7f0eb8aa0c77d50e0e980348fc00fcbf93e87a51e23abc0d95890bd1ad","schema_version":"1.0","event_id":"sha256:4e508e7f0eb8aa0c77d50e0e980348fc00fcbf93e87a51e23abc0d95890bd1ad"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2014:KKI7A2DYXZ2CC4G7FQF5MXB2PG","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Derivatives pricing in energy markets: an infinite dimensional approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","q-fin.PR"],"primary_cat":"q-fin.MF","authors_text":"Fred Espen Benth, Paul Kr\\\"uhner","submitted_at":"2014-12-26T14:55:57Z","abstract_excerpt":"Based on forward curves modelled as Hilbert-space valued processes, we analyse the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from the literature to propose stochastic models. Forward prices can be represented as linear functions on a Hilbert space, and options can thus be viewed as derivatives on the whole curve. The value of these options are computed under various specifications, in addition to their deltas. In a second part, cross-commodity models are investigated, leading to a study of square integr"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1412.7943","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T02:30:24Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"BAceLezY1GYEAm6QQwUgnu8rvUYFZpLlvb4RAU17jIXkFDjLKJLzeZMXnHcPyIlFP4AzQJvvNTGqFngcyzh6AQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-22T10:54:57.816784Z"},"content_sha256":"59a13783ecfed853d4bc602ac4d6e246f8e203ad7ec66e267954d8ac27e47564","schema_version":"1.0","event_id":"sha256:59a13783ecfed853d4bc602ac4d6e246f8e203ad7ec66e267954d8ac27e47564"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/KKI7A2DYXZ2CC4G7FQF5MXB2PG/bundle.json","state_url":"https://pith.science/pith/KKI7A2DYXZ2CC4G7FQF5MXB2PG/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/KKI7A2DYXZ2CC4G7FQF5MXB2PG/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":"2026-05-22T10:54:57Z","links":{"resolver":"https://pith.science/pith/KKI7A2DYXZ2CC4G7FQF5MXB2PG","bundle":"https://pith.science/pith/KKI7A2DYXZ2CC4G7FQF5MXB2PG/bundle.json","state":"https://pith.science/pith/KKI7A2DYXZ2CC4G7FQF5MXB2PG/state.json","well_known_bundle":"https://pith.science/.well-known/pith/KKI7A2DYXZ2CC4G7FQF5MXB2PG/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:KKI7A2DYXZ2CC4G7FQF5MXB2PG","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":"e68fcf9b1a05e77c11165f76956633f40a1bba6482b8ba50e1d5e40073a4c7f3","cross_cats_sorted":["math.PR","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-12-26T14:55:57Z","title_canon_sha256":"65cc4783989b2d9e1e23b1cb447878cba624721f7b5f831f59897f6de4305eb7"},"schema_version":"1.0","source":{"id":"1412.7943","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1412.7943","created_at":"2026-05-18T02:30:24Z"},{"alias_kind":"arxiv_version","alias_value":"1412.7943v1","created_at":"2026-05-18T02:30:24Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1412.7943","created_at":"2026-05-18T02:30:24Z"},{"alias_kind":"pith_short_12","alias_value":"KKI7A2DYXZ2C","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_16","alias_value":"KKI7A2DYXZ2CC4G7","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_8","alias_value":"KKI7A2DY","created_at":"2026-05-18T12:28:35Z"}],"graph_snapshots":[{"event_id":"sha256:59a13783ecfed853d4bc602ac4d6e246f8e203ad7ec66e267954d8ac27e47564","target":"graph","created_at":"2026-05-18T02:30:24Z","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":"Based on forward curves modelled as Hilbert-space valued processes, we analyse the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from the literature to propose stochastic models. Forward prices can be represented as linear functions on a Hilbert space, and options can thus be viewed as derivatives on the whole curve. The value of these options are computed under various specifications, in addition to their deltas. In a second part, cross-commodity models are investigated, leading to a study of square integr","authors_text":"Fred Espen Benth, Paul Kr\\\"uhner","cross_cats":["math.PR","q-fin.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-12-26T14:55:57Z","title":"Derivatives pricing in energy markets: an infinite dimensional approach"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1412.7943","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":"sha256:4e508e7f0eb8aa0c77d50e0e980348fc00fcbf93e87a51e23abc0d95890bd1ad","target":"record","created_at":"2026-05-18T02:30:24Z","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":"e68fcf9b1a05e77c11165f76956633f40a1bba6482b8ba50e1d5e40073a4c7f3","cross_cats_sorted":["math.PR","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2014-12-26T14:55:57Z","title_canon_sha256":"65cc4783989b2d9e1e23b1cb447878cba624721f7b5f831f59897f6de4305eb7"},"schema_version":"1.0","source":{"id":"1412.7943","kind":"arxiv","version":1}},"canonical_sha256":"5291f06878be742170df2c0bd65c3a79880d568de400e77a137f59d927b325bd","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"5291f06878be742170df2c0bd65c3a79880d568de400e77a137f59d927b325bd","first_computed_at":"2026-05-18T02:30:24.634633Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:30:24.634633Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"01FNSlWGVaC0rx5DWIbe6HkK9JwlzZhlo3PVs4KCPsM63uSRw8mmcxVOTnuRaOn3rwmnz3XVEhY8vlLHsFQiCA==","signature_status":"signed_v1","signed_at":"2026-05-18T02:30:24.635257Z","signed_message":"canonical_sha256_bytes"},"source_id":"1412.7943","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:4e508e7f0eb8aa0c77d50e0e980348fc00fcbf93e87a51e23abc0d95890bd1ad","sha256:59a13783ecfed853d4bc602ac4d6e246f8e203ad7ec66e267954d8ac27e47564"],"state_sha256":"f1eecf02c297158528c2e9d63b3b0a23754d1f5a5d0f5aaa854f499f77e8831c"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"rcqQAOQlEWGw8sBY+eVjRPDjOf4dxk325b+V96r3Y8rTyV4m76x+5d1AYX5pRTPBaqB4cfaDa9Ni9IHw5CbXBg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-22T10:54:57.820327Z","bundle_sha256":"7d1ab8676cd3a73f32a5308fc203d3bd3ac466f8eea546ab21a14ea3fdff2693"}}