{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:OJB4LOBWHGAFTVUMBFP73DN6PO","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":"0db26321d02043102b490d92cbcb8c6263554dc74a8b43153a6825be48aa5b2b","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-11-23T14:17:02Z","title_canon_sha256":"b219fafc15704e2bd71a0b913fa8f1d02510c6e719718a391f3e2e50a7771af2"},"schema_version":"1.0","source":{"id":"1511.07230","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1511.07230","created_at":"2026-05-18T00:31:52Z"},{"alias_kind":"arxiv_version","alias_value":"1511.07230v3","created_at":"2026-05-18T00:31:52Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1511.07230","created_at":"2026-05-18T00:31:52Z"},{"alias_kind":"pith_short_12","alias_value":"OJB4LOBWHGAF","created_at":"2026-05-18T12:29:34Z"},{"alias_kind":"pith_short_16","alias_value":"OJB4LOBWHGAFTVUM","created_at":"2026-05-18T12:29:34Z"},{"alias_kind":"pith_short_8","alias_value":"OJB4LOBW","created_at":"2026-05-18T12:29:34Z"}],"graph_snapshots":[{"event_id":"sha256:454c715d0f5bfd9911ee510ed4599d764624cef5aba6b02f5548b398995078f0","target":"graph","created_at":"2026-05-18T00:31:52Z","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":"In this paper, we provide some results on Skorokhod embedding with local time and its applications to the robust hedging problem in finance. First we investigate the robust hedging of options depending on the local time by using the recently introduced stochastic control approach, in order to identify the optimal hedging strategies, as well as the market models that realize the extremal no-arbitrage prices. As a by-product, the optimality of Vallois' Skorokhod embeddings is recovered. In addition, under appropriate conditions, we derive a new solution to the two-marginal Skorokhod embedding as","authors_text":"Gaoyue Guo, Julien Claisse, Pierre Henry-Labordere","cross_cats":["q-fin.MF"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-11-23T14:17:02Z","title":"Some Results on Skorokhod Embedding and Robust Hedging with Local Time"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1511.07230","kind":"arxiv","version":3},"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":"sha256:8c7dba04009ee2226c32556ae33f1bc04bf6420d1279dc8e2ae71e72b61ba8f2","target":"record","created_at":"2026-05-18T00:31:52Z","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":"0db26321d02043102b490d92cbcb8c6263554dc74a8b43153a6825be48aa5b2b","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-11-23T14:17:02Z","title_canon_sha256":"b219fafc15704e2bd71a0b913fa8f1d02510c6e719718a391f3e2e50a7771af2"},"schema_version":"1.0","source":{"id":"1511.07230","kind":"arxiv","version":3}},"canonical_sha256":"7243c5b836398059d68c095ffd8dbe7bb2fc080674c0aef60d0f1c0aa4b17f92","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"7243c5b836398059d68c095ffd8dbe7bb2fc080674c0aef60d0f1c0aa4b17f92","first_computed_at":"2026-05-18T00:31:52.219386Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:31:52.219386Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"L2nPlHslSljWU03ON7IMV2LXn1sbIVGg2KEFi4fteJT/BSPT9RQk60xdCuhvYvXZ6rUXorMGY+cruJSJOFnpCQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:31:52.219890Z","signed_message":"canonical_sha256_bytes"},"source_id":"1511.07230","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:8c7dba04009ee2226c32556ae33f1bc04bf6420d1279dc8e2ae71e72b61ba8f2","sha256:454c715d0f5bfd9911ee510ed4599d764624cef5aba6b02f5548b398995078f0"],"state_sha256":"7db0538b5b26445f4955f8664889feca069bed9e8f55cc2e13902bc60bfb79f1"}