{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2012:N65GQYLNXRV3YM2NTMLHFT2LTO","short_pith_number":"pith:N65GQYLN","schema_version":"1.0","canonical_sha256":"6fba68616dbc6bbc334d9b1672cf4b9b834cadd90ed250cd487b2b25ddb6943b","source":{"kind":"arxiv","id":"1202.1302","version":1},"attestation_state":"computed","paper":{"title":"Short-time asymptotics for marginal distributions of semimartingales","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PR"],"primary_cat":"math.PR","authors_text":"Amel Bentata, Rama Cont","submitted_at":"2012-02-06T21:43:24Z","abstract_excerpt":"We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the semimartingale. We derive in particular the asymptotic behavior of call options with short maturity in a semimartingale model: whereas the behavior of \\textit{out-of-the-money} options is found to be linear in time, the short time asymptotics of \\textit{at-the-money} options is shown to depend on the fine structure of the semimartingale."},"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":"1202.1302","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-02-06T21:43:24Z","cross_cats_sorted":["q-fin.PR"],"title_canon_sha256":"f562b81c8a2712e1b1eeb461a8449832592f83a7023d0a4d03f938081a7967c1","abstract_canon_sha256":"db40e0ab020c44557653c38f4ba162057493eaede58f6c85e444a49fc91b65d1"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:02:53.771906Z","signature_b64":"ErMCJ+XK5V5xYfCP3zwXRsBxdX7zAXVZrYmhGE2ci6ytroGdb0bZalYjcSRssleGSkP0za+MgNTWOdTy9oglDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"6fba68616dbc6bbc334d9b1672cf4b9b834cadd90ed250cd487b2b25ddb6943b","last_reissued_at":"2026-05-18T04:02:53.771091Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:02:53.771091Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Short-time asymptotics for marginal distributions of semimartingales","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PR"],"primary_cat":"math.PR","authors_text":"Amel Bentata, Rama Cont","submitted_at":"2012-02-06T21:43:24Z","abstract_excerpt":"We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the semimartingale. We derive in particular the asymptotic behavior of call options with short maturity in a semimartingale model: whereas the behavior of \\textit{out-of-the-money} options is found to be linear in time, the short time asymptotics of \\textit{at-the-money} options is shown to depend on the fine structure of the semimartingale."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1202.1302","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":"1202.1302","created_at":"2026-05-18T04:02:53.771214+00:00"},{"alias_kind":"arxiv_version","alias_value":"1202.1302v1","created_at":"2026-05-18T04:02:53.771214+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1202.1302","created_at":"2026-05-18T04:02:53.771214+00:00"},{"alias_kind":"pith_short_12","alias_value":"N65GQYLNXRV3","created_at":"2026-05-18T12:27:16.716162+00:00"},{"alias_kind":"pith_short_16","alias_value":"N65GQYLNXRV3YM2N","created_at":"2026-05-18T12:27:16.716162+00:00"},{"alias_kind":"pith_short_8","alias_value":"N65GQYLN","created_at":"2026-05-18T12:27:16.716162+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/N65GQYLNXRV3YM2NTMLHFT2LTO","json":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO.json","graph_json":"https://pith.science/api/pith-number/N65GQYLNXRV3YM2NTMLHFT2LTO/graph.json","events_json":"https://pith.science/api/pith-number/N65GQYLNXRV3YM2NTMLHFT2LTO/events.json","paper":"https://pith.science/paper/N65GQYLN"},"agent_actions":{"view_html":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO","download_json":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO.json","view_paper":"https://pith.science/paper/N65GQYLN","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1202.1302&json=true","fetch_graph":"https://pith.science/api/pith-number/N65GQYLNXRV3YM2NTMLHFT2LTO/graph.json","fetch_events":"https://pith.science/api/pith-number/N65GQYLNXRV3YM2NTMLHFT2LTO/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/action/timestamp_anchor","attest_storage":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/action/storage_attestation","attest_author":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/action/author_attestation","sign_citation":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/action/citation_signature","submit_replication":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/action/replication_record"}},"created_at":"2026-05-18T04:02:53.771214+00:00","updated_at":"2026-05-18T04:02:53.771214+00:00"}