{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:QF4KATJIBSJO5LE5JULP4ZZJDF","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":"201caa29c9e970a3c998c7d3a182a707682724ff42795a3f92ce2f67b9e43b64","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-01-09T10:57:45Z","title_canon_sha256":"1fa78cb40b78787f1e83485abca54c53247ee087c1e1ed81f29bea59591c2c1f"},"schema_version":"1.0","source":{"id":"1401.1954","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1401.1954","created_at":"2026-05-18T03:02:56Z"},{"alias_kind":"arxiv_version","alias_value":"1401.1954v1","created_at":"2026-05-18T03:02:56Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1401.1954","created_at":"2026-05-18T03:02:56Z"},{"alias_kind":"pith_short_12","alias_value":"QF4KATJIBSJO","created_at":"2026-05-18T12:28:43Z"},{"alias_kind":"pith_short_16","alias_value":"QF4KATJIBSJO5LE5","created_at":"2026-05-18T12:28:43Z"},{"alias_kind":"pith_short_8","alias_value":"QF4KATJI","created_at":"2026-05-18T12:28:43Z"}],"graph_snapshots":[{"event_id":"sha256:1710e383cd22c1ea74cd2d6a47ebe05fc60a7137e3d37c07aa2ac58bc4ca1b92","target":"graph","created_at":"2026-05-18T03:02:56Z","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":"Refining previously known estimates, we give large-strike asymptotics for the implied volatility of Merton's and Kou's jump diffusion models. They are deduced from call price approximations by transfer results of Gao and Lee. For the Merton model, we also analyse the density of the underlying and show that it features an interesting \"almost power law\" tail.","authors_text":"Axel Zrunek, Johannes F. Morgenbesser, Stefan Gerhold","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-01-09T10:57:45Z","title":"Refined wing asymptotics for the Merton and Kou jump diffusion models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1401.1954","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:f878cbefe76c79ef0125c3f229cddfb30825e27d5cf8480950b53674b05e7201","target":"record","created_at":"2026-05-18T03:02:56Z","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":"201caa29c9e970a3c998c7d3a182a707682724ff42795a3f92ce2f67b9e43b64","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-01-09T10:57:45Z","title_canon_sha256":"1fa78cb40b78787f1e83485abca54c53247ee087c1e1ed81f29bea59591c2c1f"},"schema_version":"1.0","source":{"id":"1401.1954","kind":"arxiv","version":1}},"canonical_sha256":"8178a04d280c92eeac9d4d16fe6729194dcca74b648a538f53fd94788171c4c8","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"8178a04d280c92eeac9d4d16fe6729194dcca74b648a538f53fd94788171c4c8","first_computed_at":"2026-05-18T03:02:56.140274Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:02:56.140274Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"t9UMklMtAWx8Kyxvvk3uI7Rxu8OmrlIDjziElULR7ezIeYcLBAHnk9oj/CZxcJn74yVYK0A99YTYdEkzjp3YBA==","signature_status":"signed_v1","signed_at":"2026-05-18T03:02:56.140758Z","signed_message":"canonical_sha256_bytes"},"source_id":"1401.1954","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f878cbefe76c79ef0125c3f229cddfb30825e27d5cf8480950b53674b05e7201","sha256:1710e383cd22c1ea74cd2d6a47ebe05fc60a7137e3d37c07aa2ac58bc4ca1b92"],"state_sha256":"9785d9d26873392637f220f67618413546f23669304e4678c476d465bd3aec1f"}