{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2012:N65GQYLNXRV3YM2NTMLHFT2LTO","short_pith_number":"pith:N65GQYLN","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"},"canonical_sha256":"6fba68616dbc6bbc334d9b1672cf4b9b834cadd90ed250cd487b2b25ddb6943b","source":{"kind":"arxiv","id":"1202.1302","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1202.1302","created_at":"2026-05-18T04:02:53Z"},{"alias_kind":"arxiv_version","alias_value":"1202.1302v1","created_at":"2026-05-18T04:02:53Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1202.1302","created_at":"2026-05-18T04:02:53Z"},{"alias_kind":"pith_short_12","alias_value":"N65GQYLNXRV3","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_16","alias_value":"N65GQYLNXRV3YM2N","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_8","alias_value":"N65GQYLN","created_at":"2026-05-18T12:27:16Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2012:N65GQYLNXRV3YM2NTMLHFT2LTO","target":"record","payload":{"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"},"canonical_sha256":"6fba68616dbc6bbc334d9b1672cf4b9b834cadd90ed250cd487b2b25ddb6943b","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"},"source_kind":"arxiv","source_id":"1202.1302","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":"2026-05-18T04:02:53Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"4y9UNKsdNjZgcDMcE8o0QBIJXo8LuwGv3F8hQr8Zw2TVJRxWl1vSPcYOlVhg1WNfxN8uURtcfYd/WwV2h1AIBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-10T00:15:43.203837Z"},"content_sha256":"a8326459094a6731b8dd6c7d163acf02a476d6f0316fccb3e977b7d5cdb3732c","schema_version":"1.0","event_id":"sha256:a8326459094a6731b8dd6c7d163acf02a476d6f0316fccb3e977b7d5cdb3732c"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2012:N65GQYLNXRV3YM2NTMLHFT2LTO","target":"graph","payload":{"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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:02:53Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"To84I727XGqZpzta++bheQx6IgD9lm0nB1r0+rqTzlqWlNZZBZFIlNyci01ofvFQpmuC5+J3rOYLSd6dv3A6Aw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-10T00:15:43.204620Z"},"content_sha256":"c0002596d2b03863298a0d7cb64d1294f458995f1cd53cae6b4b23aa8c518a28","schema_version":"1.0","event_id":"sha256:c0002596d2b03863298a0d7cb64d1294f458995f1cd53cae6b4b23aa8c518a28"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/bundle.json","state_url":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/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":"2026-06-10T00:15:43Z","links":{"resolver":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO","bundle":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/bundle.json","state":"https://pith.science/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/state.json","well_known_bundle":"https://pith.science/.well-known/pith/N65GQYLNXRV3YM2NTMLHFT2LTO/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:N65GQYLNXRV3YM2NTMLHFT2LTO","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":"db40e0ab020c44557653c38f4ba162057493eaede58f6c85e444a49fc91b65d1","cross_cats_sorted":["q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-02-06T21:43:24Z","title_canon_sha256":"f562b81c8a2712e1b1eeb461a8449832592f83a7023d0a4d03f938081a7967c1"},"schema_version":"1.0","source":{"id":"1202.1302","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1202.1302","created_at":"2026-05-18T04:02:53Z"},{"alias_kind":"arxiv_version","alias_value":"1202.1302v1","created_at":"2026-05-18T04:02:53Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1202.1302","created_at":"2026-05-18T04:02:53Z"},{"alias_kind":"pith_short_12","alias_value":"N65GQYLNXRV3","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_16","alias_value":"N65GQYLNXRV3YM2N","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_8","alias_value":"N65GQYLN","created_at":"2026-05-18T12:27:16Z"}],"graph_snapshots":[{"event_id":"sha256:c0002596d2b03863298a0d7cb64d1294f458995f1cd53cae6b4b23aa8c518a28","target":"graph","created_at":"2026-05-18T04:02:53Z","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 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.","authors_text":"Amel Bentata, Rama Cont","cross_cats":["q-fin.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-02-06T21:43:24Z","title":"Short-time asymptotics for marginal distributions of semimartingales"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1202.1302","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:a8326459094a6731b8dd6c7d163acf02a476d6f0316fccb3e977b7d5cdb3732c","target":"record","created_at":"2026-05-18T04:02:53Z","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":"db40e0ab020c44557653c38f4ba162057493eaede58f6c85e444a49fc91b65d1","cross_cats_sorted":["q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-02-06T21:43:24Z","title_canon_sha256":"f562b81c8a2712e1b1eeb461a8449832592f83a7023d0a4d03f938081a7967c1"},"schema_version":"1.0","source":{"id":"1202.1302","kind":"arxiv","version":1}},"canonical_sha256":"6fba68616dbc6bbc334d9b1672cf4b9b834cadd90ed250cd487b2b25ddb6943b","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"6fba68616dbc6bbc334d9b1672cf4b9b834cadd90ed250cd487b2b25ddb6943b","first_computed_at":"2026-05-18T04:02:53.771091Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:02:53.771091Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"ErMCJ+XK5V5xYfCP3zwXRsBxdX7zAXVZrYmhGE2ci6ytroGdb0bZalYjcSRssleGSkP0za+MgNTWOdTy9oglDw==","signature_status":"signed_v1","signed_at":"2026-05-18T04:02:53.771906Z","signed_message":"canonical_sha256_bytes"},"source_id":"1202.1302","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:a8326459094a6731b8dd6c7d163acf02a476d6f0316fccb3e977b7d5cdb3732c","sha256:c0002596d2b03863298a0d7cb64d1294f458995f1cd53cae6b4b23aa8c518a28"],"state_sha256":"529ebb9a7906b589ea4fd512cb6f371ce8b3f248a152963e4849b01e6add4ffc"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"jeSYydXgZb4mv41nkiPEckEfqwbAjXJpp775EFbz7v6U5udgyaqj590K3axFEJcY2gmp3NtZMpBE/wlpkqJEAw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-10T00:15:43.209239Z","bundle_sha256":"d6f0d1880ba80a99b44434a7b7dd4072f318b7ce69ed2fe382c3ff38d48c1277"}}