{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2010:L36ARPDWNLH6GE2TUDXETMUI7M","short_pith_number":"pith:L36ARPDW","schema_version":"1.0","canonical_sha256":"5efc08bc766acfe31353a0ee49b288fb0293917b501da70866cf9bfe24b59ee4","source":{"kind":"arxiv","id":"1012.4442","version":2},"attestation_state":"computed","paper":{"title":"On backward stochastic differential equations approach to valuation of American options","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.AP","math.OC"],"primary_cat":"math.PR","authors_text":"Andrzej Rozkosz, Tomasz Klimsiak","submitted_at":"2010-12-20T19:03:15Z","abstract_excerpt":"We consider the problem of valuation of American (call and put) options written on a dividend paying stock governed by the geometric Brownian motion. We show that the value function has two different but related representations: by means of a solution of some nonlinear backward stochastic differential equation and weak solution to some semilinear partial differential equation."},"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":"1012.4442","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2010-12-20T19:03:15Z","cross_cats_sorted":["math.AP","math.OC"],"title_canon_sha256":"b825de28bbe5cc9301a6cd09da93dceda594deddcc367556cc344fcf3a5b1d50","abstract_canon_sha256":"45a9b59199c5972a765ff9e03e82eaceacad619bfcecf00f881203e25b72d042"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:34:03.699664Z","signature_b64":"DDdt1AKSQc9D6J02EkHO9IUnzUV+/26MfGK+COpRGnJ09DtjrRedUJfCe4vZ4My4ibGwAO/kCUdBQa6PqdMxBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"5efc08bc766acfe31353a0ee49b288fb0293917b501da70866cf9bfe24b59ee4","last_reissued_at":"2026-05-18T03:34:03.699036Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:34:03.699036Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"On backward stochastic differential equations approach to valuation of American options","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.AP","math.OC"],"primary_cat":"math.PR","authors_text":"Andrzej Rozkosz, Tomasz Klimsiak","submitted_at":"2010-12-20T19:03:15Z","abstract_excerpt":"We consider the problem of valuation of American (call and put) options written on a dividend paying stock governed by the geometric Brownian motion. We show that the value function has two different but related representations: by means of a solution of some nonlinear backward stochastic differential equation and weak solution to some semilinear partial differential equation."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1012.4442","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1012.4442","created_at":"2026-05-18T03:34:03.699138+00:00"},{"alias_kind":"arxiv_version","alias_value":"1012.4442v2","created_at":"2026-05-18T03:34:03.699138+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1012.4442","created_at":"2026-05-18T03:34:03.699138+00:00"},{"alias_kind":"pith_short_12","alias_value":"L36ARPDWNLH6","created_at":"2026-05-18T12:26:09.077623+00:00"},{"alias_kind":"pith_short_16","alias_value":"L36ARPDWNLH6GE2T","created_at":"2026-05-18T12:26:09.077623+00:00"},{"alias_kind":"pith_short_8","alias_value":"L36ARPDW","created_at":"2026-05-18T12:26:09.077623+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/L36ARPDWNLH6GE2TUDXETMUI7M","json":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M.json","graph_json":"https://pith.science/api/pith-number/L36ARPDWNLH6GE2TUDXETMUI7M/graph.json","events_json":"https://pith.science/api/pith-number/L36ARPDWNLH6GE2TUDXETMUI7M/events.json","paper":"https://pith.science/paper/L36ARPDW"},"agent_actions":{"view_html":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M","download_json":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M.json","view_paper":"https://pith.science/paper/L36ARPDW","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1012.4442&json=true","fetch_graph":"https://pith.science/api/pith-number/L36ARPDWNLH6GE2TUDXETMUI7M/graph.json","fetch_events":"https://pith.science/api/pith-number/L36ARPDWNLH6GE2TUDXETMUI7M/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M/action/timestamp_anchor","attest_storage":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M/action/storage_attestation","attest_author":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M/action/author_attestation","sign_citation":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M/action/citation_signature","submit_replication":"https://pith.science/pith/L36ARPDWNLH6GE2TUDXETMUI7M/action/replication_record"}},"created_at":"2026-05-18T03:34:03.699138+00:00","updated_at":"2026-05-18T03:34:03.699138+00:00"}