{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:MBBATQBANIRTQGVLSLOPSFUL24","short_pith_number":"pith:MBBATQBA","canonical_record":{"source":{"id":"1111.4808","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-11-21T10:08:48Z","cross_cats_sorted":["math.NA"],"title_canon_sha256":"e52d1ec3458f8e87af1c408b408f84ce973bbf571fc502d2234d167ba849aa99","abstract_canon_sha256":"b07c6be06dbfd1170a1f3e0d61d5ccc0a9e8ba07f017450ac55a8d983d866fcd"},"schema_version":"1.0"},"canonical_sha256":"604209c0206a23381aab92dcf9168bd736e8e0aea1a84515ada2ff388916c385","source":{"kind":"arxiv","id":"1111.4808","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1111.4808","created_at":"2026-05-18T02:28:55Z"},{"alias_kind":"arxiv_version","alias_value":"1111.4808v2","created_at":"2026-05-18T02:28:55Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1111.4808","created_at":"2026-05-18T02:28:55Z"},{"alias_kind":"pith_short_12","alias_value":"MBBATQBANIRT","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_16","alias_value":"MBBATQBANIRTQGVL","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_8","alias_value":"MBBATQBA","created_at":"2026-05-18T12:26:34Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:MBBATQBANIRTQGVLSLOPSFUL24","target":"record","payload":{"canonical_record":{"source":{"id":"1111.4808","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-11-21T10:08:48Z","cross_cats_sorted":["math.NA"],"title_canon_sha256":"e52d1ec3458f8e87af1c408b408f84ce973bbf571fc502d2234d167ba849aa99","abstract_canon_sha256":"b07c6be06dbfd1170a1f3e0d61d5ccc0a9e8ba07f017450ac55a8d983d866fcd"},"schema_version":"1.0"},"canonical_sha256":"604209c0206a23381aab92dcf9168bd736e8e0aea1a84515ada2ff388916c385","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:28:55.487961Z","signature_b64":"JfY2iKuj0glP5jU8goY1mE1IGFEEDZbtkeAqMkGAVoNSUOF5YmHquWSA6bL+PfNk3AcNymuiPbp0RTvSMKa9Aw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"604209c0206a23381aab92dcf9168bd736e8e0aea1a84515ada2ff388916c385","last_reissued_at":"2026-05-18T02:28:55.487460Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:28:55.487460Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1111.4808","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T02:28:55Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"TIKtb1wwsEqd+fPOie+wUDPM1GCCGCVNJHsHjNGeRJeHeCbNaPG2qwg5xEo0LBgeiiCDvrJStjcX6/w5s/pdAg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-02T14:14:51.754824Z"},"content_sha256":"5778fcd5f122cac3b45949fad6afc4616b1efd72ba4c81ab446c1cbe37dbf47d","schema_version":"1.0","event_id":"sha256:5778fcd5f122cac3b45949fad6afc4616b1efd72ba4c81ab446c1cbe37dbf47d"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:MBBATQBANIRTQGVLSLOPSFUL24","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Conditional sampling for barrier option pricing under the LT method","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.NA"],"primary_cat":"q-fin.CP","authors_text":"Dirk Nuyens, Nico Achtsis, Ronald Cools","submitted_at":"2011-11-21T10:08:48Z","abstract_excerpt":"We develop a conditional sampling scheme for pricing knock-out barrier options under the Linear Transformations (LT) algorithm from Imai and Tan (2006). We compare our new method to an existing conditional Monte Carlo scheme from Glasserman and Staum (2001), and show that a substantial variance reduction is achieved. We extend the method to allow pricing knock-in barrier options and introduce a root-finding method to obtain a further variance reduction. The effectiveness of the new method is supported by numerical results."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1111.4808","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T02:28:55Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Rurqr3jnBxp8R57DJMg3GFfclYSnCiRkvROZvx/82yZAo5/PvP/o33bDEWssGEUfxuHCsAdJ5QQutpGspqx4Dw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-02T14:14:51.755187Z"},"content_sha256":"515c5287f2e021c1c8e71e3fb93b5b547fe9b55c3e03f7e26cbfb6c8f8e71d96","schema_version":"1.0","event_id":"sha256:515c5287f2e021c1c8e71e3fb93b5b547fe9b55c3e03f7e26cbfb6c8f8e71d96"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/MBBATQBANIRTQGVLSLOPSFUL24/bundle.json","state_url":"https://pith.science/pith/MBBATQBANIRTQGVLSLOPSFUL24/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/MBBATQBANIRTQGVLSLOPSFUL24/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":"2026-06-02T14:14:51Z","links":{"resolver":"https://pith.science/pith/MBBATQBANIRTQGVLSLOPSFUL24","bundle":"https://pith.science/pith/MBBATQBANIRTQGVLSLOPSFUL24/bundle.json","state":"https://pith.science/pith/MBBATQBANIRTQGVLSLOPSFUL24/state.json","well_known_bundle":"https://pith.science/.well-known/pith/MBBATQBANIRTQGVLSLOPSFUL24/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:MBBATQBANIRTQGVLSLOPSFUL24","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":"b07c6be06dbfd1170a1f3e0d61d5ccc0a9e8ba07f017450ac55a8d983d866fcd","cross_cats_sorted":["math.NA"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-11-21T10:08:48Z","title_canon_sha256":"e52d1ec3458f8e87af1c408b408f84ce973bbf571fc502d2234d167ba849aa99"},"schema_version":"1.0","source":{"id":"1111.4808","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1111.4808","created_at":"2026-05-18T02:28:55Z"},{"alias_kind":"arxiv_version","alias_value":"1111.4808v2","created_at":"2026-05-18T02:28:55Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1111.4808","created_at":"2026-05-18T02:28:55Z"},{"alias_kind":"pith_short_12","alias_value":"MBBATQBANIRT","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_16","alias_value":"MBBATQBANIRTQGVL","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_8","alias_value":"MBBATQBA","created_at":"2026-05-18T12:26:34Z"}],"graph_snapshots":[{"event_id":"sha256:515c5287f2e021c1c8e71e3fb93b5b547fe9b55c3e03f7e26cbfb6c8f8e71d96","target":"graph","created_at":"2026-05-18T02:28:55Z","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 develop a conditional sampling scheme for pricing knock-out barrier options under the Linear Transformations (LT) algorithm from Imai and Tan (2006). We compare our new method to an existing conditional Monte Carlo scheme from Glasserman and Staum (2001), and show that a substantial variance reduction is achieved. We extend the method to allow pricing knock-in barrier options and introduce a root-finding method to obtain a further variance reduction. The effectiveness of the new method is supported by numerical results.","authors_text":"Dirk Nuyens, Nico Achtsis, Ronald Cools","cross_cats":["math.NA"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-11-21T10:08:48Z","title":"Conditional sampling for barrier option pricing under the LT method"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1111.4808","kind":"arxiv","version":2},"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":"sha256:5778fcd5f122cac3b45949fad6afc4616b1efd72ba4c81ab446c1cbe37dbf47d","target":"record","created_at":"2026-05-18T02:28:55Z","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":"b07c6be06dbfd1170a1f3e0d61d5ccc0a9e8ba07f017450ac55a8d983d866fcd","cross_cats_sorted":["math.NA"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-11-21T10:08:48Z","title_canon_sha256":"e52d1ec3458f8e87af1c408b408f84ce973bbf571fc502d2234d167ba849aa99"},"schema_version":"1.0","source":{"id":"1111.4808","kind":"arxiv","version":2}},"canonical_sha256":"604209c0206a23381aab92dcf9168bd736e8e0aea1a84515ada2ff388916c385","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"604209c0206a23381aab92dcf9168bd736e8e0aea1a84515ada2ff388916c385","first_computed_at":"2026-05-18T02:28:55.487460Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:28:55.487460Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"JfY2iKuj0glP5jU8goY1mE1IGFEEDZbtkeAqMkGAVoNSUOF5YmHquWSA6bL+PfNk3AcNymuiPbp0RTvSMKa9Aw==","signature_status":"signed_v1","signed_at":"2026-05-18T02:28:55.487961Z","signed_message":"canonical_sha256_bytes"},"source_id":"1111.4808","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5778fcd5f122cac3b45949fad6afc4616b1efd72ba4c81ab446c1cbe37dbf47d","sha256:515c5287f2e021c1c8e71e3fb93b5b547fe9b55c3e03f7e26cbfb6c8f8e71d96"],"state_sha256":"5e222e44e0039b86a6c1f61c6654003e84cd1675b0968986e707cbbd79764169"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"S+NOZVzTWGaSdEU42HNnwKNX0wKm8HWqIhQzQAdPce1t1sx1OqL/elBgd1lBr0gYrw8rSy8NVefDO9ypti12AA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-02T14:14:51.757501Z","bundle_sha256":"1da0fb8f9b53b782949a1ea42b920ee1a05de2e71239fae4577ba6fc3233795c"}}