{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2012:NPVSD3TR6D5BXOFJFKZOOQU6ZK","short_pith_number":"pith:NPVSD3TR","canonical_record":{"source":{"id":"1206.6787","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-06-28T18:22:36Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"4d9bedef6d75e88853b5e6f6bb627b8d2ff63aafdeefd4e4f014b47078df5d3e","abstract_canon_sha256":"8ada946db4a70955de3a32f705c5b4d39f7af53461b26706910f0a1451186a2e"},"schema_version":"1.0"},"canonical_sha256":"6beb21ee71f0fa1bb8a92ab2e7429ecaac74e75b99c92168abdb8650c7ccbb95","source":{"kind":"arxiv","id":"1206.6787","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1206.6787","created_at":"2026-05-18T03:52:16Z"},{"alias_kind":"arxiv_version","alias_value":"1206.6787v1","created_at":"2026-05-18T03:52:16Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1206.6787","created_at":"2026-05-18T03:52:16Z"},{"alias_kind":"pith_short_12","alias_value":"NPVSD3TR6D5B","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_16","alias_value":"NPVSD3TR6D5BXOFJ","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_8","alias_value":"NPVSD3TR","created_at":"2026-05-18T12:27:16Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2012:NPVSD3TR6D5BXOFJFKZOOQU6ZK","target":"record","payload":{"canonical_record":{"source":{"id":"1206.6787","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-06-28T18:22:36Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"4d9bedef6d75e88853b5e6f6bb627b8d2ff63aafdeefd4e4f014b47078df5d3e","abstract_canon_sha256":"8ada946db4a70955de3a32f705c5b4d39f7af53461b26706910f0a1451186a2e"},"schema_version":"1.0"},"canonical_sha256":"6beb21ee71f0fa1bb8a92ab2e7429ecaac74e75b99c92168abdb8650c7ccbb95","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:52:16.016617Z","signature_b64":"eEVABL1d3PuKHuwWl6I5Hf/rWBi/vDYW9ZOKevXx8Hqh2zK8C2ZU0UTAq5zotb9AGgxAD9MZrYvPABs8WWAMAQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"6beb21ee71f0fa1bb8a92ab2e7429ecaac74e75b99c92168abdb8650c7ccbb95","last_reissued_at":"2026-05-18T03:52:16.015808Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:52:16.015808Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1206.6787","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":"2026-05-18T03:52:16Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"9FgJDDWlD0xT4NKEDiax1kcHl6q8j4045z7s8AY0Nviu7F7Z1bqgtcsFE8PzmNhbXHgynOV98Jqlh6tW0snTAQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T21:26:43.572163Z"},"content_sha256":"649f0c57d11f004400f8230b300776d50d247715df657c2bad66a2d8848c672e","schema_version":"1.0","event_id":"sha256:649f0c57d11f004400f8230b300776d50d247715df657c2bad66a2d8848c672e"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2012:NPVSD3TR6D5BXOFJFKZOOQU6ZK","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.PR","authors_text":"Alexander Lipton, Leif Andersen","submitted_at":"2012-06-28T18:22:36Z","abstract_excerpt":"Exponential L\\'evy processes can be used to model the evolution of various financial variables such as FX rates, stock prices, etc. Considerable efforts have been devoted to pricing derivatives written on underliers governed by such processes, and the corresponding implied volatility surfaces have been analyzed in some detail. In the non-asymptotic regimes, option prices are described by the Lewis-Lipton formula which allows one to represent them as Fourier integrals; the prices can be trivially expressed in terms of their implied volatility. Recently, attempts at calculating the asymptotic li"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1206.6787","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":"2026-05-18T03:52:16Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Edgdb9IcNAjHGSsfxXayblaUVKxGeCsBoM0iyRnxfLKNyNqYsQzdZ8kbyWbJ+qdfki4EJxG42JYHvuuQ3P9UCA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T21:26:43.572606Z"},"content_sha256":"09d481e016a662f981152cf1ae14e0b8be54b49c4794c4e52c04d7f3b657710e","schema_version":"1.0","event_id":"sha256:09d481e016a662f981152cf1ae14e0b8be54b49c4794c4e52c04d7f3b657710e"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/NPVSD3TR6D5BXOFJFKZOOQU6ZK/bundle.json","state_url":"https://pith.science/pith/NPVSD3TR6D5BXOFJFKZOOQU6ZK/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/NPVSD3TR6D5BXOFJFKZOOQU6ZK/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":"2026-05-31T21:26:43Z","links":{"resolver":"https://pith.science/pith/NPVSD3TR6D5BXOFJFKZOOQU6ZK","bundle":"https://pith.science/pith/NPVSD3TR6D5BXOFJFKZOOQU6ZK/bundle.json","state":"https://pith.science/pith/NPVSD3TR6D5BXOFJFKZOOQU6ZK/state.json","well_known_bundle":"https://pith.science/.well-known/pith/NPVSD3TR6D5BXOFJFKZOOQU6ZK/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:NPVSD3TR6D5BXOFJFKZOOQU6ZK","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":"8ada946db4a70955de3a32f705c5b4d39f7af53461b26706910f0a1451186a2e","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-06-28T18:22:36Z","title_canon_sha256":"4d9bedef6d75e88853b5e6f6bb627b8d2ff63aafdeefd4e4f014b47078df5d3e"},"schema_version":"1.0","source":{"id":"1206.6787","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1206.6787","created_at":"2026-05-18T03:52:16Z"},{"alias_kind":"arxiv_version","alias_value":"1206.6787v1","created_at":"2026-05-18T03:52:16Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1206.6787","created_at":"2026-05-18T03:52:16Z"},{"alias_kind":"pith_short_12","alias_value":"NPVSD3TR6D5B","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_16","alias_value":"NPVSD3TR6D5BXOFJ","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_8","alias_value":"NPVSD3TR","created_at":"2026-05-18T12:27:16Z"}],"graph_snapshots":[{"event_id":"sha256:09d481e016a662f981152cf1ae14e0b8be54b49c4794c4e52c04d7f3b657710e","target":"graph","created_at":"2026-05-18T03:52:16Z","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":"Exponential L\\'evy processes can be used to model the evolution of various financial variables such as FX rates, stock prices, etc. Considerable efforts have been devoted to pricing derivatives written on underliers governed by such processes, and the corresponding implied volatility surfaces have been analyzed in some detail. In the non-asymptotic regimes, option prices are described by the Lewis-Lipton formula which allows one to represent them as Fourier integrals; the prices can be trivially expressed in terms of their implied volatility. Recently, attempts at calculating the asymptotic li","authors_text":"Alexander Lipton, Leif Andersen","cross_cats":["q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-06-28T18:22:36Z","title":"Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1206.6787","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":"sha256:649f0c57d11f004400f8230b300776d50d247715df657c2bad66a2d8848c672e","target":"record","created_at":"2026-05-18T03:52:16Z","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":"8ada946db4a70955de3a32f705c5b4d39f7af53461b26706910f0a1451186a2e","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2012-06-28T18:22:36Z","title_canon_sha256":"4d9bedef6d75e88853b5e6f6bb627b8d2ff63aafdeefd4e4f014b47078df5d3e"},"schema_version":"1.0","source":{"id":"1206.6787","kind":"arxiv","version":1}},"canonical_sha256":"6beb21ee71f0fa1bb8a92ab2e7429ecaac74e75b99c92168abdb8650c7ccbb95","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"6beb21ee71f0fa1bb8a92ab2e7429ecaac74e75b99c92168abdb8650c7ccbb95","first_computed_at":"2026-05-18T03:52:16.015808Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:52:16.015808Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"eEVABL1d3PuKHuwWl6I5Hf/rWBi/vDYW9ZOKevXx8Hqh2zK8C2ZU0UTAq5zotb9AGgxAD9MZrYvPABs8WWAMAQ==","signature_status":"signed_v1","signed_at":"2026-05-18T03:52:16.016617Z","signed_message":"canonical_sha256_bytes"},"source_id":"1206.6787","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:649f0c57d11f004400f8230b300776d50d247715df657c2bad66a2d8848c672e","sha256:09d481e016a662f981152cf1ae14e0b8be54b49c4794c4e52c04d7f3b657710e"],"state_sha256":"11499adc4bae92b4a634bcaf048ea15bba78ecec184c82aef5ef7c85f7f5f965"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"g6LtE0OMIh0yKwWZk1GCpXUQFpvLzqRKku9iBToz6XPLMOCHRKCaaDKhgEOf9oSYyIvq5IhezH+ueFhK8A/lBA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-31T21:26:43.574744Z","bundle_sha256":"f751935adc4072151bee878fa6f4eff5d225fabb284bd0d31e72c2ace7e3de27"}}