{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2016:MPMAIEJJYP2PYKDVNV7NVBV6CT","short_pith_number":"pith:MPMAIEJJ","schema_version":"1.0","canonical_sha256":"63d8041129c3f4fc28756d7eda86be14e1dcdd4c4833035718387cb3cf843578","source":{"kind":"arxiv","id":"1611.06181","version":1},"attestation_state":"computed","paper":{"title":"Calibration to American Options: Numerical Investigation of the de-Americanization","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Barbara Wohlmuth, Kathrin Glau, Maximilian Ga{\\ss}, Mirco Mahlstedt, Olena Burkovska, Wim Schoutens","submitted_at":"2016-11-18T18:00:50Z","abstract_excerpt":"American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses pricing methods for American options that are based on Monte Carlo, tree and partial differential equation methods. We present an alternative approach that has become popular under the name de-Americanization in the financial industry. The method is easy to implement and enjoys fast run-times. Since it is based on ad hoc simplifications, however, theoretical results guaran"},"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":"1611.06181","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2016-11-18T18:00:50Z","cross_cats_sorted":[],"title_canon_sha256":"e2edaf54c97b55feec5568b60734f524e03452f65170fc589e3c7f38db082dac","abstract_canon_sha256":"8cc046d29667cf1d9a409faf841257c1ee0ca7d2f9f255364026bc90713f4257"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:57:42.914430Z","signature_b64":"zqLuF8IIlkHI5EXR9o6rA9GJ//pyFNi8tBK6inurHNs/V5Di1I18tquBPx/nmhWRjJo7c6NEhf0Njf5E1LEiCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"63d8041129c3f4fc28756d7eda86be14e1dcdd4c4833035718387cb3cf843578","last_reissued_at":"2026-05-18T00:57:42.913996Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:57:42.913996Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Calibration to American Options: Numerical Investigation of the de-Americanization","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Barbara Wohlmuth, Kathrin Glau, Maximilian Ga{\\ss}, Mirco Mahlstedt, Olena Burkovska, Wim Schoutens","submitted_at":"2016-11-18T18:00:50Z","abstract_excerpt":"American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses pricing methods for American options that are based on Monte Carlo, tree and partial differential equation methods. We present an alternative approach that has become popular under the name de-Americanization in the financial industry. The method is easy to implement and enjoys fast run-times. Since it is based on ad hoc simplifications, however, theoretical results guaran"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1611.06181","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1611.06181","created_at":"2026-05-18T00:57:42.914069+00:00"},{"alias_kind":"arxiv_version","alias_value":"1611.06181v1","created_at":"2026-05-18T00:57:42.914069+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1611.06181","created_at":"2026-05-18T00:57:42.914069+00:00"},{"alias_kind":"pith_short_12","alias_value":"MPMAIEJJYP2P","created_at":"2026-05-18T12:30:32.724797+00:00"},{"alias_kind":"pith_short_16","alias_value":"MPMAIEJJYP2PYKDV","created_at":"2026-05-18T12:30:32.724797+00:00"},{"alias_kind":"pith_short_8","alias_value":"MPMAIEJJ","created_at":"2026-05-18T12:30:32.724797+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/MPMAIEJJYP2PYKDVNV7NVBV6CT","json":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT.json","graph_json":"https://pith.science/api/pith-number/MPMAIEJJYP2PYKDVNV7NVBV6CT/graph.json","events_json":"https://pith.science/api/pith-number/MPMAIEJJYP2PYKDVNV7NVBV6CT/events.json","paper":"https://pith.science/paper/MPMAIEJJ"},"agent_actions":{"view_html":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT","download_json":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT.json","view_paper":"https://pith.science/paper/MPMAIEJJ","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1611.06181&json=true","fetch_graph":"https://pith.science/api/pith-number/MPMAIEJJYP2PYKDVNV7NVBV6CT/graph.json","fetch_events":"https://pith.science/api/pith-number/MPMAIEJJYP2PYKDVNV7NVBV6CT/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT/action/timestamp_anchor","attest_storage":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT/action/storage_attestation","attest_author":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT/action/author_attestation","sign_citation":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT/action/citation_signature","submit_replication":"https://pith.science/pith/MPMAIEJJYP2PYKDVNV7NVBV6CT/action/replication_record"}},"created_at":"2026-05-18T00:57:42.914069+00:00","updated_at":"2026-05-18T00:57:42.914069+00:00"}